WSEAS Transactions on Signal Processing
Print ISSN: 1790-5052, E-ISSN: 2224-3488
Volume 10, 2014
An Effective Recurrence Formula for Calculating Lower Cramer-Rao Bounds in Case the State-Vector is Constant
Authors: ,
Abstract: 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.