Journal article
Performance measure for Markovian switching systems using best-fitting Gaussian distributions
Abstract
This paper considers the theoretical posterior Cramer-Rao lower bound (PCRLB) for the case of tracking a manoeuvring target with Markovian switching dynamics. In a recent article [2] it was proposed to calculate the PCRLB conditional on the manoeuvre sequence and then determine the bound as a weighted average, giving an unconditional PCRLB. However, we demonstrate that this approach can produce an overly optimistic lower bound, because the …
Authors
Hernandez M; Ristic B; Farina A; Sathyan T; Kirubarajan T
Journal
IEEE Transactions on Aerospace and Electronic Systems, Vol. 44, No. 2, pp. 724–747
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Publication Date
April 1, 2008
DOI
10.1109/taes.2008.4560217
ISSN
0018-9251