Bayesian Estimation With Distance Bounds
2012 (English)In: IEEE Signal Processing Letters, ISSN 1070-9908, E-ISSN 1558-2361, Vol. 19, no 12, 880-883 p.Article in journal (Refereed) Published
We consider the problem of estimating a random state vector when there is information about the maximum distances between its subvectors. The estimation problem is posed in a Bayesian framework in which the minimum mean square error (MMSE) estimate of the state is given by the conditional mean. Since finding the conditional mean requires multidimensional integration, an approximate MMSE estimator is proposed. The performance of the proposed estimator is evaluated in a positioning problem. Finally, the application of the estimator in inequality constrained recursive filtering is illustrated by applying the estimator to a dead-reckoning problem. The MSE of the estimator is compared with two related posterior Cramer-Rao bounds.
Place, publisher, year, edition, pages
2012. Vol. 19, no 12, 880-883 p.
Bayesian estimation, distance, positioning, tracking
IdentifiersURN: urn:nbn:se:kth:diva-107159DOI: 10.1109/LSP.2012.2224865ISI: 000310890300003ScopusID: 2-s2.0-84869186504OAI: oai:DiVA.org:kth-107159DiVA: diva2:574840
FunderICT - The Next Generation
Available on arXiv.org: http://arxiv.org/abs/1210.35162012-12-062012-12-062013-04-11Bibliographically approved