Bayesian bhattacharyya bound for discrete-time filtering revisited.
Carsten FritscheFredrik GustafssonPublished in: CAMSAP (2017)
Keyphrases
- upper bound
- bayesian estimation
- distance measure
- adaptive filtering
- markov chain
- information filtering
- data driven
- posterior distribution
- kullback leibler
- filtering algorithm
- worst case
- bayesian decision
- bayesian inference
- median filter
- bayesian filtering
- prior distribution
- filtering method
- bayesian learning
- decision theory
- finite state
- data sets
- maximum likelihood
- probabilistic model