Access Restriction

Author Bréhard, T. ♦ Cadre, J. -P. Le
Source CiteSeerX
Content type Text
File Format PDF
Language English
Subject Domain (in DDC) Computer science, information & general works ♦ Data processing & computer science
Subject Keyword Classical Bearings-only Tracking Problem ♦ Exact Algorithm ♦ Closed-form Posterior Cram R-rao Bound ♦ Logarithmic Polar Coordinate ♦ Recursive Formula ♦ Sequential Monte Carlo Method ♦ Active Measurement ♦ New Coordinate System ♦ Inverse Fisher Information Matrix ♦ Tichavsk Recursive Formula ♦ General Class ♦ Br Hard Et Al ♦ Monte-carlo Method ♦ Mean Square Error ♦ Active Measurement Scheduling ♦ Nonlinear Filtering Problem ♦ Single Object ♦ Monte Carlo Method ♦ Performance Analysis ♦ Posterior Cram R-rao Bound
Description We here address the classical bearings-only tracking problem (BOT) for a single object, which belongs to the general class of nonlinear filtering problems. Recently, algorithms based on sequential Monte Carlo methods (particle filtering) have been proposed. As far as performance analysis is concerned, the Posterior Cramér-Rao Bound (PCRB) provides a lower bound on the mean square error. Classically, the PCRB is given by the inverse Fisher Information Matrix (FIM). The latter is computed using Tichavsk´y’s recursive formula via Monte Carlo methods. Recently an exact algorithm to compute the PCRB via Tichavsk´y’s recursive formula without using Monte-Carlo methods have been derived by Bréhard et al. This result is based on a new coordinates system named Logarithmic Polar Coordinates (LPC) system. This paper illustrates that PCRB can now be computed accurately and quickly, making it suitable for active measurement scheduling.
Educational Role Student ♦ Teacher
Age Range above 22 year
Educational Use Research
Education Level UG and PG ♦ Career/Technical Study
Learning Resource Type Article
Publisher Date 2005-01-01