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Cramér–Rao Bounds f...
Cramér–Rao Bounds for Filtering Based on Gaussian Process State-Space Models
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- Zhao, Yuxin, 1986- (author)
- Linköpings universitet,Reglerteknik,Tekniska fakulteten
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- Fritsche, Carsten, 1978- (author)
- Linköpings universitet,Tekniska fakulteten,Reglerteknik
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- Hendeby, Gustaf, Dr, 1978- (author)
- Linköpings universitet,Reglerteknik,Tekniska fakulteten
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- Yin, Feng (author)
- Chinese University of Hong Kong (Shenzhen), China
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- Chen, Tianshi (author)
- Chinese University of Hong Kong (Shenzhen), China
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- Gunnarsson, Fredrik, 1971- (author)
- Ericsson Research, Linköping, Sweden
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(creator_code:org_t)
- Institute of Electrical and Electronics Engineers (IEEE), 2019
- 2019
- English.
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In: IEEE Transactions on Signal Processing. - : Institute of Electrical and Electronics Engineers (IEEE). - 1053-587X .- 1941-0476. ; 67:23, s. 5936-5951
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https://liu.diva-por... (primary) (Raw object)
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https://liu.diva-por... (primary) (Raw object)
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https://doi.org/10.1...
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Abstract
Subject headings
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- Posterior Cramér-Rao bounds (CRBs) are derived for the estimation performance of three Gaussian process-based state-space models. The parametric CRB is derived for the case with a parametric state transition and a Gaussian process-based measurement model. We illustrate the theory with a target tracking example and derive both parametric and posterior filtering CRBs for this specific application. Finally, the theory is illustrated with a positioning problem, with experimental data from an office environment where the obtained estimation performance is compared to the derived CRBs.
Subject headings
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Reglerteknik (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Control Engineering (hsv//eng)
- TEKNIK OCH TEKNOLOGIER -- Elektroteknik och elektronik -- Signalbehandling (hsv//swe)
- ENGINEERING AND TECHNOLOGY -- Electrical Engineering, Electronic Engineering, Information Engineering -- Signal Processing (hsv//eng)
Keyword
- Cramér-Rao bound; Gaussian process; statespace model; nonlinear estimation
Publication and Content Type
- ref (subject category)
- art (subject category)
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