Computing the recursive posterior Cramer-Rao bound for a nonlinear nonstationary system

ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings

Volumn 6, Issue , 2003, Pages 673-676

  Taylor, Robert M ^a   Flanagan, Brian P ^a   Uber, John A ^a  

^a MITRE CORPORATION   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; ERROR ANALYSIS; MONTE CARLO METHODS; RECURSIVE FUNCTIONS;

NONSTATIONARY SYSTEMS;

NONLINEAR SYSTEMS;

EID: 0141742291     PISSN: 15206149     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

References (8)

1. N. Bergman, Recursive Bayesian Estimation: Navigation and Tracking Applications, Ph.D. thesis, Department of Electrical Engineering. Linköping Studies in Science and Technology. Dissertations No. 579.
2. A. Doucet, N. de Freitas, N. Gordon, Sequential Monte Carlo Methods in Practice, Springer-Verlag New York, Inc., 2001.
3. C. Hue, J. Le Cadre, P. Perez, Performance analysis of two sequential Monte Carlo methods and posterior Cramer-Rao bounds for multi-target tracking, 5th Int. Conf. on Information Fusion, FUSION'02, Annapolis, Maryland, July 2002.
4. M. Isard, A. Blake, CONDENSATION - conditional density propagation for visual tracking, Int. J. Computer Vision, 29, 1, 5-28, 1998.
5. Taylor, R., Flanagan, B., Uber, J., Computing the Recursive Posterior Cramer-Rao Bound for a Radar Tracking System, to be submitted to IEEE Transactions on Aerospace and Electronic Systems
6. P. Tichavsky, C. Muravchik, A. Nehorai, Posterior Cramer-Rao Bounds for Discrete-Time Nonlinear Filtering. IEEE Transactions on Signal Processing, Vol. 46, No. 5, May 1998.
7. H. Van Trees, Detection, Estimation, and Modulation Theory: Part 1, John Wiley and Sons, Inc., New York, 1968.
8. X. Zhang, P. Willett, Cramer-Rao Bounds for Discrete-Time Linear Filtering with Measurement Origin Uncertainties. Workshop on Estimation, Tracking, and Fusion: A Tribute to Yaakov Bar-Shalom, May 2001.