Dmitriy G. Arsenjev, N. A. Berkovskii, "An Effective Recurrence Formula for Calculating Lower Cramer-Rao Bounds in Case the State-Vector is Constant," WSEAS Transactions on Signal Processing, vol. 10, pp. 520-525, 2014, DOI:
Dmitriy G. Arsenjev, N. A. Berkovskii. An Effective Recurrence Formula for Calculating Lower Cramer-Rao Bounds in Case the State-Vector is Constant.
WSEAS Transactions on Signal Processing. 2014;10:520-525.
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.
Keywords:
Cramer-Rao bound, Bayesian inference, Bearing-only tracking, unconditional covariance matrix, Fisher matrix
Pages: 520-525 WSEAS Transactions on Signal Processing, ISSN / E-ISSN: 1790-5052 / 2224-3488, Volume 10, 2014, Art. #53 DOI: *As the DOI is a unique identifier, it is already available in the pdf version.
**The DOI link will be activated in the first midst of January 2026.
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