Bayesian Estimation with Distance Bounds
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Publication:6236318
DOI10.1109/LSP.2012.2224865arXiv1210.3516WikidataQ59213146 ScholiaQ59213146MaRDI QIDQ6236318FDOQ6236318
Authors: Dave Zachariah, Isaac Skog, Magnus Jansson, Peter Händel 
Publication date: 12 October 2012
Abstract: 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 Cram'er-Rao bounds.
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