Harry L. Van Trees, Kristine L. Bell, Kristine L. Bell, "Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking"
English | ISBN: 0470120959 | 2007 | PDF | 951 pages | 235 MB
The first comprehensive development of Bayesian Bounds for parameter estimation and nonlinear filtering/tracking
Bayesian estimation plays a central role in many signal processing problems encountered in radar, sonar, communications, seismology, and medical diagnosis. There are often highly nonlinear problems for which analytic evaluation of the exact performance is intractable. A widely used technique is to find bounds on the performance of any estimator and compare the performance of various estimators to these bounds.