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Kullback’s inequality and Cramer Rao bounds for point process models

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posted on 01.02.2022, 04:41 authored by Daniel ClarkDaniel Clark

A lower bound on the Kullback-Leibler divergence known as Kullback’s inequality can be determined with the Legendre transform of the cumulant generating function. The Cramer Rao bound can be derived from Kullback’s inequality as the inverse of the second order term in a Taylor expansion. Analogous forms for Kullback’s inequality and the Cram er

Rao bound for point processes were recently derived using functional methods from quantum field theory. This article develops Kullback’s inequality and the Cramer Rao bound for point process parametrisations as performance bounds for models used in multi-object filtering.

Funding

AFOSR grant FA9550-19-1-7008

Dstl Task No. 1000133068

History

Email Address of Submitting Author

daniel.clark@telecom-sudparis.eu

ORCID of Submitting Author

0000-0002-0218-7994

Submitting Author's Institution

Telecom SudParis

Submitting Author's Country

United Kingdom