Multisensor resource deployment using posterior Cramér-Rao bounds

IEEE Transactions on Aerospace and Electronic Systems

Volumn 40, Issue 2, 2004, Pages 399-416

  Hernandez, Marcel L ^a   Kirubarajan, Thia ^b   Bar Shalom, Yaakov ^c  

^a QINETIQ   (United Kingdom)

^b MCMASTER UNIVERSITY   (Canada)

^c IEEE   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

CRAMER-RAO BOUNDS; FISHER INFORMATION MATRIX; MULTISENSOR RESOURCE DEPLOYMENT; SENSOR MANAGEMENT; TARGET STATE ESTIMATION; TARGET TRACKING;

CLUTTER (INFORMATION THEORY); MANAGEMENT INFORMATION SYSTEMS; MATHEMATICAL MODELS; MATRIX ALGEBRA; OPTIMIZATION; PARAMETER ESTIMATION; TRACKING (POSITION);

SENSOR DATA FUSION;

EID: 4444278405     PISSN: 00189251     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAES.2004.1309993     Document Type: Article

References (24)

1. Penny, D. E. (1999) Sensor management in an ASW data fusion system. Sensor Fusion: Architectures, Algorithms, and Applications III, Proceedings of SPIE, 3719 (1999).
2. Hernandez, M. L. (2001) Efficient data fusion for multi-sensor management. In Proceedings of the IEEE Aerospace Conference, Big Sky, MT, 2001.
3. Van Trees, H. (1968) Detection, Estimation, and Modulation Theory, Vol. I, New York: Wiley, 1968.
4. Nehorai, A., and Hawkes, M. (2000) Performance bounds for estimating vector systems. IEEE Transactions on Signal Processing, 48, 6 (2000), 1737-1749.
5. Le Cadre, J. P., and Jauffret, C. (1997) Discrete-time observability and estimability analysis for bearings-only target motion analysis. IEEE Transactions on Aerospace and Electronic Systems, 33, 1 (1997), 178-201.
6. Hernandez, M. L., Marrs, A. D., Gordon, N. J., Maskell, S., and Reed, C. M. (2002) Cramér-Rao bounds for non-linear filtering with measurement origin uncertainty. In Proceedings of the 5th International Conference on Information Fusion, Annapolis, MD, 2002.
7. Tichavsky, P., Muravchik, C. H., and Nehorai, A. (1998) Posterior Cramér-Rao bounds for discrete-time nonlinear filtering. IEEE Transactions on Signal Processing, 46, 5 (1998), 1386-1396.
8. Ristic, B., Zollo, S., and Arulampalam, S. (2001) Performance bounds for manoeuvring target tracking using asynchronous multi-platform angle-only measurements. In Proceedings of 4th International Conference on Information Fusion, Montreal, Québec, 2001.
9. Jauffret, C., and Bar-Shalom, Y. (1990) Track formation with bearings and frequency measurements in clutter. IEEE Transactions on Aerospace and Electronic Systems, 26, 6 (1990), 999-1010.
10. Kirubarajan, T., and Bar-Shalom, Y. (1996) Low observable target motion analysis using amplitude information. IEEE Transactions on Aerospace and Electronic Systems, 32, 4 (1996), 1367-1384.
11. Niu, R., Willett, P. K., and Bar-Shalom, Y. (2001) Matrix CRLB scaling due to measurements of uncertain origin. IEEE Transactions on Signal Processing, 49, 7 (2001), 1325-1335.
12. Zhang, X., and Willett, P. K. (2001) Cramér-Rao bounds for discrete time linear filtering with measurement origin uncertainty. In Proceedings of the Workshop on Estimation, Tracking and Fusion: A Tribute to Yaakov Bar-Shalom, Monterey, CA, May 2001.
13. Press, W., Teukolsky, S., Vetterling, W., and Flannery, B. (1992) Numerical Recipes in C. New York: Cambridge University Press, 1992.
14. Goldberg, D. E. (1989) Genetic Algorithms in Search, Optimisation and Machine Learning. Reading, MA: Addison-Wesley, 1989.
15. Hue, C., Le Cadre, J-P., and Pérez, P. (2002) Performance analysis of two sequential Monte Carlo methods and posterior Cramér-Rao bounds for multi-target tracking. In Proceedings of the 5th International Conference on Information Fusion, Annapolis, MD, 2002, 464-473.
16. Bar-Shalom, Y., Li, X., and Kirubarajan, T. (2001) Estimation with Applications to Tracking and Navigation. New York: Wiley, 2001.
17. Horridge, P. R., and Hernandez, M. L. (2003) Performance bounds for angle-only filtering with application to sensor network management. In Proceedings of the 6th International Conference on Information Fusion, Cairns, Australia, 2003.
18. Gordon, N. J., Salmond, D. J., and Smith, A. F. M. (1993) Novel approach to nonlinear/non-Gaussian Bayesian state estimation. IEE Proceedings-F, 140 (1993), 107-113.
19. Marrs, A. D., Maskell, S. R., and Bar-Shalom, Y. (2002) Expected likelihood for tracking in clutter with particle filters. Proceedings of SPIE, Signal and Data Processing of Small Targets, O. Drummond (Ed.), 4728, 2002.
20. Doucet, A. (1998) On sequential Monte Carlo methods for Bayesian filtering. Technical report, Department of Engineering, University of Cambridge, UK, 1998.
21. Arulampalam, M. S., Maskell, S., Gordon, N., and Clapp, T. (2002) A tutorial on particle filters for online nonlinear/non-Gaussian Bayesian tracking. IEEE Transactions on Signal Processing, 50, 2 (2002), 173-188.
22. Rubin, D. B. (1992) Using the SIR algorithm to simulate posterior distributions. Bayesian Statistics, 3, Oxford University Press, 1992.
23. Smith, A. F. M., and Gelfand, A. E. (1992) Bayesian statistics without tears: A sampling resampling perspective. The American Statistician, 46, 2 (1992).
24. Grimmett, G. R., and Stirzaker, D. R. (1995) Probability and Random Processes. New York: Clarendon Press, 1995.