A comparative study of the Benes filtering problem
Signal Processing
Signal Processing - Signal processing in communications
Channel tracking using particle filtering in unresolvable multipath environments
EURASIP Journal on Applied Signal Processing
Bearings-only tracking of manoeuvring targets using particle filters
EURASIP Journal on Applied Signal Processing
Brief paper: On the lower smoothing bound in identification of time-varying systems
Automatica (Journal of IFAC)
Analysis and approximation of performance bound for two-observer bearings-only tracking
Information Sciences: an International Journal
A recursive algorithm for bearings-only tracking with signal time delay
Signal Processing
Modeling of non-stationary autoregressive alpha-stable processes by particle filters
Digital Signal Processing
Rethinking Biased Estimation: Improving Maximum Likelihood and the Cramér–Rao Bound
Foundations and Trends in Signal Processing
Particle-method-based formulation of risk-sensitive filter
Signal Processing
Robust sequential view planning for object recognition using multiple cameras
Image and Vision Computing
IEEE Transactions on Signal Processing
Tracking in wireless sensor networks using particle filtering: physical layer considerations
IEEE Transactions on Signal Processing
Sequential estimation of multipath MIMO-OFDM channels
IEEE Transactions on Signal Processing
In-car positioning and navigation technologies: a survey
IEEE Transactions on Intelligent Transportation Systems
A fast joint tracking-registration algorithm for multi-sensor systems
ACC'09 Proceedings of the 2009 conference on American Control Conference
Joint tracking-registration with linear complexity: an application to range sensors
IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
Cramer-Rao lower bounds for bearings-only maneuvering target tracking with incomplete measurements
CCDC'09 Proceedings of the 21st annual international conference on Chinese control and decision conference
On the effect of shadow fading on wireless geolocation in mixed LoS/NLoS environments
IEEE Transactions on Signal Processing
Bayesian phase tracking for multiple pulse signals
Signal Processing
IEEE Transactions on Signal Processing
Mobile emitter geolocation and tracking using TDOA and FDOA measurements
IEEE Transactions on Signal Processing
Bayesian Cramer-Rao bound for OFDM rapidly time-varying channel complex gains estimation
GLOBECOM'09 Proceedings of the 28th IEEE conference on Global telecommunications
On-line Hybrid Cramér-Rao bound for oversampled dynamical phase and frequency offset estimation
GLOBECOM'09 Proceedings of the 28th IEEE conference on Global telecommunications
GLOBECOM'09 Proceedings of the 28th IEEE conference on Global telecommunications
The modified bayesian Craméer-Rao bound for MIMO channel tracking
ICC'09 Proceedings of the 2009 IEEE international conference on Communications
Target tracking in widely separated non-coherent multiple-input multiple-output radar systems
Asilomar'09 Proceedings of the 43rd Asilomar conference on Signals, systems and computers
A MIMO radar system approach to target tracking
Asilomar'09 Proceedings of the 43rd Asilomar conference on Signals, systems and computers
On the Bayesian Cramér-Rao bound for Markovian switching systems
IEEE Transactions on Signal Processing
Energy aware iterative source localization for wireless sensor networks
IEEE Transactions on Signal Processing
MILCOM'06 Proceedings of the 2006 IEEE conference on Military communications
EURASIP Journal on Wireless Communications and Networking - Special issue on theoretical and algorithmic foundations of wireless ad hoc and sensor networks
Energy-efficient collaborative tracking in wireless sensor networks
International Journal of Sensor Networks
Bayesian matrix co-factorization: variational algorithm and Cramér-Rao bound
ECML PKDD'11 Proceedings of the 2011 European conference on Machine learning and knowledge discovery in databases - Volume Part III
PHD filter based track-before-detect for MIMO radars
Signal Processing
Algorithm and Parallel Implementation of Particle Filtering and its Use in Waveform-Agile Sensing
Journal of Signal Processing Systems
Posterior Cramer-Rao Lower Bounds for dual Kalman estimation
Digital Signal Processing
Interacting multiple sensor filter
Signal Processing
Filtering, predictive, and smoothing Cramér-Rao bounds for discrete-time nonlinear dynamic systems
Automatica (Journal of IFAC)
Performance evaluation of UKF-based nonlinear filtering
Automatica (Journal of IFAC)
Wireless Personal Communications: An International Journal
A feasibility analysis on using bathymetry for navigation of autonomous underwater vehicles
Proceedings of the 28th Annual ACM Symposium on Applied Computing
PCRLB-based sensor selection for maneuvering target tracking in range-based sensor networks
Future Generation Computer Systems
Adaptive quantizers for estimation
Signal Processing
Hierarchical Bayesian matrix factorization with side information
IJCAI'13 Proceedings of the Twenty-Third international joint conference on Artificial Intelligence
| Hi-index | 35.72 |
A mean-square error lower bound for the discrete-time nonlinear filtering problem is derived based on the van Trees (1968) (posterior) version of the Cramer-Rao inequality. This lower bound is applicable to multidimensional nonlinear, possibly non-Gaussian, dynamical systems and is more general than the previous bounds in the literature. The case of singular conditional distribution of the one-step-ahead state vector given the present state is considered. The bound is evaluated for three important examples: the recursive estimation of slowly varying parameters of an autoregressive process, tracking a slowly varying frequency of a single cisoid in noise, and tracking parameters of a sinusoidal frequency with sinusoidal phase modulation