Abstract
For the problem of deterministic parameter estimate, the theoretical lower bound of estimate error is the Cramér-Rao bound; while for random parameter, the lower bound of estimate error is generally termed by Posterior Cramér-Rao Bound (PCRB). Under the background of passive tracking where the target’s state can be seen as a time-varying random parameter, PCRB of the state estimate error is analyzed in this paper, and the relation between PCRB and varied condition is also fully investigated using different simulation examples. The presented analytical method provides a theoretical base for performance assessment of all kinds of suboptimal estimate algorithms used in practice.
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Zhang, J., Zhan, R. Posterior Cramér-Rao bounds analysis for passive target tracking. J. Electron.(China) 25, 84–88 (2008). https://doi.org/10.1007/s11767-006-0104-7
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DOI: https://doi.org/10.1007/s11767-006-0104-7