Modified Bayesian Cramér-Rao lower bound for nonlinear tracking

Onur Ozdemir, Ruixin Niu, Pramod K. Varshney, Andrew L. Drozd

Research output: Chapter in Book/Report/Conference proceedingConference contribution

5 Scopus citations

Abstract

We propose a modified Bayesian Cramér-Rao lower bound (BCRLB) for nonlinear tracking applications where the prediction distribution conditioned on past measurements is used as the prior. The novelty of the proposed modified BCRLB comes from the fact that it utilizes past measurements, therefore it is specific to the current realization of the track which makes it a useful online tool that can be used for real-time sensor management. The computation of our proposed modified BCRLB is not analytically tractable except under very restricted conditions. Therefore, we also develop a particle based numerical computation method for our modified BCRLB so that this new bound can be easily calculated in real-time using the particles already available from the underlying particle filter which is used to track the target. We show by simulations that our developed numerical computation method approaches to its true analytical value as the number of particles in the particle filter increases.

Original languageEnglish (US)
Title of host publication2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings
Pages3972-3975
Number of pages4
DOIs
StatePublished - Aug 18 2011
Event36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Prague, Czech Republic
Duration: May 22 2011May 27 2011

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other36th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011
CountryCzech Republic
CityPrague
Period5/22/115/27/11

Keywords

  • Bayesian Cramér-Rao lower bound
  • nonlinear tracking
  • sensor management

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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  • Cite this

    Ozdemir, O., Niu, R., Varshney, P. K., & Drozd, A. L. (2011). Modified Bayesian Cramér-Rao lower bound for nonlinear tracking. In 2011 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2011 - Proceedings (pp. 3972-3975). [5947222] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings). https://doi.org/10.1109/ICASSP.2011.5947222