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Bayesian Estimation With Distance Bounds
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-3054-6413
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-6855-5868
KTH, School of Electrical Engineering (EES), Signal Processing. KTH, School of Electrical Engineering (EES), Centres, ACCESS Linnaeus Centre.ORCID iD: 0000-0002-2718-0262
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
Abstract [en]

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.
Keyword [en]
Bayesian estimation, distance, positioning, tracking
National Category
Signal Processing
Identifiers
URN: urn:nbn:se:kth:diva-107159DOI: 10.1109/LSP.2012.2224865ISI: 000310890300003Scopus ID: 2-s2.0-84869186504OAI: oai:DiVA.org:kth-107159DiVA: diva2:574840
Funder
ICT - The Next Generation
Note

QC 20121210

Available on arXiv.org: http://arxiv.org/abs/1210.3516

Available from: 2012-12-06 Created: 2012-12-06 Last updated: 2017-12-07Bibliographically approved

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Skog, IsaacJansson, MagnusHändel, Peter

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