The Marginal Enumeration Bayesian Cramer-Rao Bound for Jump Markov Systems

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FRITSCHE C., ORGUNER U., Svensson L., Gustafsson F.

IEEE SIGNAL PROCESSING LETTERS, vol.21, no.4, pp.464-468, 2014 (SCI-Expanded) identifier identifier

  • Publication Type: Article / Article
  • Volume: 21 Issue: 4
  • Publication Date: 2014
  • Doi Number: 10.1109/lsp.2014.2305115
  • Journal Name: IEEE SIGNAL PROCESSING LETTERS
  • Journal Indexes: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Page Numbers: pp.464-468
  • Middle East Technical University Affiliated: Yes

Abstract

A marginal version of the enumeration Bayesian Cramer-Rao Bound (EBCRB) for jump Markov systems is proposed. It is shown that the proposed bound is at least as tight as EBCRB and the improvement stems from better handling of the nonlinearities. The new bound is illustrated to yield tighter results than BCRB and EBCRB on a benchmark example.