Bayesian Bounds (Van Trees and Bell) Figures

Matlab scripts for figures in Introduction

This file contains Matlab scripts for the figures in Bayesian Bounds for Parameter Estimation and Nonlinear Filtering/Tracking, edited by Harry L. Van Trees and Kristine L. Bell, Wiley-IEEE Press, 2007. ISBN: 978-0470120958.
This edited volume provides a comprehensive overview of the state-of-the art in Bayesian Bounds. The introduction provides a tutorial discussion of the key ideas and fundamental results. The collection of 80 reprint papers contains many of the important papers dealing with the theory and application of Bayesian Bounds and includes a discussion of the contributions of the selected papers and their interrelationships. The book addresses two related problems (1) the estimation of multiple parameters based on noisy measurements, and (2) nonlinear filtering and tracking. These problems arise frequently in radar, sonar, communications, radio astronomy, seismology, and medical diagnosis.