NDLI: Cyclic Bayesian Cramér-Rao bound for filtering in circular state space

Content Provider	IEEE Xplore Digital Library
Author	Nitzan, E. Routtenberg, T. Tabrikian, J.
Copyright Year	2015
Description	Author affiliation: Dept. of Electr. & Comput. Eng., Ben-Gurion Univ. of the Negev, Beer-Sheva, Israel (Nitzan, E.; Routtenberg, T.; Tabrikian, J.)
Abstract	Mean-squared-error (MSE) lower bounds are widely used for performance analysis in stochastic filtering problems. In many problems of this type, the nature of part of the unknown state parameters is circular or periodic. In this case, we are interested in the modulo-T estimation errors and not in the plain error values. Thus, the MSE risk and conventional MSE bounds are inappropriate for periodic stochastic filtering problems. A commonly used risk for periodic parameter estimation is the mean-cyclic-error (MCE). In this paper, we derive a cyclic version of the Bayesian Cramér-Rao bound (BCRB) on the MCE of any recursive filter. The performance of the cyclic BCRB is evaluated for phase tracking and compared to the MCEs of existing filters.
Starting Page	734
Ending Page	741
File Size	741191
Page Count	8
File Format	PDF
e-ISBN	9780982443866
Language	English
Publisher	Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Publisher Date	2015-07-06
Publisher Place	USA
Access Restriction	Subscribed
Rights Holder	ISIF
Subject Keyword	Bayes methods Stochastic processes Estimation error Noise Performance analysis Filtering phase tracking Mean-squared-error (MSE) lower bounds periodic stochastic filtering mean-cyclic-error (MCE) Bayesian Cramér-Rao bound (BCRB)
Content Type	Text
Resource Type	Article

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1	Ministry of Education (GoI), Department of Higher Education	Sanctioning Authority	https://www.education.gov.in/ict-initiatives
2	Indian Institute of Technology Kharagpur	Host Institute of the Project: The host institute of the project is responsible for providing infrastructure support and hosting the project	https://www.iitkgp.ac.in
3	National Digital Library of India Office, Indian Institute of Technology Kharagpur	The administrative and infrastructural headquarters of the project	Dr. B. Sutradhar bsutra@ndl.gov.in
4	Project PI / Joint PI	Principal Investigator and Joint Principal Investigators of the project	Dr. B. Sutradhar bsutra@ndl.gov.in Prof. Saswat Chakrabarti will be added soon
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