Name
Abstract | ||
|---|---|---|
In this paper, the derivation of the Bayesian Bhattacharyya bound for discrete-time filtering as proposed in a paper by Reece and Nicholson is revisited. It turns out that the results presented in the aforementioned contribution are incorrect, as some expectations appearing in the information matrix recursions are missing. This paper gives a generalized derivation of the N-th order Bayesian Bhattacharyya bound and presents corrected expressions for the case N = 2. A nonlinear toy example is used to illustrate the results. |
Year | Venue | Field |
|---|---|---|
2017 | 2017 IEEE 7TH INTERNATIONAL WORKSHOP ON COMPUTATIONAL ADVANCES IN MULTI-SENSOR ADAPTIVE PROCESSING (CAMSAP) | Signal processing,Bhattacharyya distance,Nonlinear system,Expression (mathematics),Algorithm,Filter (signal processing),Fisher information,Probability density function,Mathematics,Bayesian probability |
DocType | Citations | PageRank |
Conference | 0 | 0.34 |
References | Authors | |
0 | 2 | |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Carsten Fritsche | 1 | 157 | 14.72 |
| Fredrik Gustafsson | 2 | 2287 | 281.33 |