An effective recurrence formula for calculating lower Cramer-Rao bounds in case the state-vector is constant

DMITRIY G. ARSENJEV; N. A. BERKOVSKII

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An effective recurrence formula for calculating lower Cramer-Rao bounds in case the state-vector is constant

机译：状态向量为常数的情况下，计算Cramer-Rao下界的有效递推公式

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摘要

An effective method for calculating the Bayesian lower unconditional Cramer-Rao bound on condition that the state-vector is constant has been proposed. The recurrence formula for calculating the Fisher information matrix is proved. The method is applicable to arbitrary model noises including non-Gaussian ones. The effectiveness of the approach proposed is shown by applying to the bearing-only tracking problem.

机译：提出了一种在状态向量为常数的情况下计算贝叶斯下无条件克雷默-饶界的有效方法。证明了计算Fisher信息矩阵的递推公式。该方法适用于包括非高斯噪声的任意模型噪声。通过将其应用于仅方位跟踪问题，可以证明所提出方法的有效性。

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《WSEAS Transactions on Signal Processing》 |2014年第2期|共6页
作者
DMITRIY G. ARSENJEV; N. A. BERKOVSKII;
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正文语种 eng
中图分类声学;
关键词
Cramer-Rao bound; Bayesian inference; Bearing-only tracking; Unconditional covariance matrix; Fisher matrix;

机译：Cramer-Rao界;贝叶斯推理;仅轴承跟踪;无条件协方差矩阵;Fisher矩阵;

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1. An effective recurrence formula for calculating lower Cramer-Rao bounds in case the state-vector is constant [J] . DMITRIY G. ARSENJEV, N. A. BERKOVSKII WSEAS Transactions on Signal Processing . 2014,第Pta2期

机译：状态向量为常数的情况下，计算Cramer-Rao下界的有效递推公式
2. The Cramer-Rao lower bound for signals with constant amplitude and polynomial phase [J] . Peleg S., Porat B. IEEE Transactions on Signal Processing . 1991,第3期

机译：具有恒定幅度和多项式相位的信号的Cramer-Rao下界
3. Almost Tight Lower Bounds on Regular Resolution Refutations of Tseitin Formulas for All Constant-Degree Graphs [J] . Dmitry Itsykson, Artur Riazanov, Danil Sagunov, Electronic Colloquium on Computational Complexity . 2019,第3期

机译：Tseitin公式对所有恒定度图的正则分解引用的几乎紧下界
4. Fast Calculation of Bayesian Unconditional Cramer-Rao bounds in case the State-vector is Constant [C] . Berkovskii N. A., Arsenjev D. G. International Conference on Mechanics, Simulation and Control . 2014

机译：在状态载体是恒定的情况下，贝叶斯无条件克拉姆队的快速计算
5. Conditional Posterior Cramer-Rao Lower Bound and Distributed Target Tracking in Sensor Networks. [D] . Zuo, Long. 2011

机译：传感器网络中的条件后部Cramer-Rao下界和分布式目标跟踪。
6. Cramer-Rao Lower Bound Evaluation for Linear Frequency Modulation Based Active Radar Networks Operating in a Rice Fading Environment [O] . Chenguang Shi, Sana Salous, Fei Wang, 2016

机译：水稻衰落环境下基于线性调频的有源雷达网络的Cramer-Rao下界评估
7. An effective and sharp lower bound on Seshadri constants on surfaces with Picard number 1 [O] . Szemberg Tomasz 2008

机译：Picard数为1的表面上的Seshadri常数的有效且尖锐的下界

An effective recurrence formula for calculating lower Cramer-Rao bounds in case the state-vector is constant

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