For the problem of deterministic parameter estimate, the theoretical lower bound of esti- mate error is the Cramér-Rao bound; while for random parameter, the lower bound of estimate error is generally termed by P...For the problem of deterministic parameter estimate, the theoretical lower bound of esti- mate 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 in- vestigated 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.展开更多
文摘For the problem of deterministic parameter estimate, the theoretical lower bound of esti- mate 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 in- vestigated 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.