Fast Calculation of Bayesian Unconditional Cramer-Rao Bounds in Case the State-Vector is Constant

N.A. Berkovskii; D.G. Arsenjev

doi:10.4028/www.scientific.net/AMM.598.404

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HomeApplied Mechanics and MaterialsApplied Mechanics and Materials Vol. 598Fast Calculation of Bayesian Unconditional...

Fast Calculation of Bayesian Unconditional Cramer-Rao Bounds in Case the State-Vector is Constant

Abstract:

The effective method for Bayesian unconditional Cramer-Rao bound on condition that the unknown state-vector of a dynamical system is constant has proposed. The recurrence formula for calculating the Fisher information matrix is deduced. Our formula doesn’t follow from the well-known recurrence relations for the general case, where the state-vector varies, and has some advantages compared to them. The effectiveness of the proposed recursive method has been illustrated by applying to Вearing-only tracking.

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Periodical:

Applied Mechanics and Materials (Volume 598)

Pages:

404-408

DOI:

https://doi.org/10.4028/www.scientific.net/AMM.598.404

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Online since:

July 2014

Authors:

N.A. Berkovskii*, D.G. Arsenjev

Keywords:

Bayesian Inference, Bearing-Only Tracking, Cramer-Rao Bound, Fisher Matrix, Unconditional Covariance Matrix

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