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License: MIT License
Monte-Carlo Calculation of Cramer-Rao Bound for non-Gaussian Recursive Filtering
License: MIT License
Hello,
The equation 15 of your paper does not fit with your realization in line 131/138 of main_TRN_1d.m
:
The value for e.g. thetp should be
thetpp = thet + (c_tlde*Delk_tlde) + (c*Delk);
thetp = thet - (c_tlde*Delk_tlde) + (c*Delk);
but in your code it is
thetpp = thet + (c_tlde*Delk_tlde) + (c*Delk);
thetp = thet + (c*Delk);
So I would have expected there the negative term of the perturbation. When I change this to my suggested solution, I get of course different results. Or did I missunderstood something?
Thank you
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