1. Cramér–Rao Bounds for Filtering Based on Gaussian Process State-Space Models
- Author
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Zhao, Yuxin, Fritsche, Carsten, Hendeby, Gustaf, Yin, Feng, Chen, Tianshi, Gunnarsson, Fredrik, Zhao, Yuxin, Fritsche, Carsten, Hendeby, Gustaf, Yin, Feng, Chen, Tianshi, and Gunnarsson, Fredrik
- Abstract
Posterior Cramér-Rao bounds (CRBs) are derived for the estimation performance of three Gaussian process-based state-space models. The parametric CRB is derived for the case with a parametric state transition and a Gaussian process-based measurement model. We illustrate the theory with a target tracking example and derive both parametric and posterior filtering CRBs for this specific application. Finally, the theory is illustrated with a positioning problem, with experimental data from an office environment where the obtained estimation performance is compared to the derived CRBs., Funding agencies: ELLIT - Swedish Government; European Union FP7 Marie Curie training program on Tracking in Complex Sensor Systems (TRAX) [607400]; Senion; Shenzhen Science and Technology Innovation Council [JCYJ20170307155957688, JCYJ20170411102101881]; National Natural
- Published
- 2019
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