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, cilt.21, sa.4, ss.464-468, 2014 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 21 Sayı: 4
  • Basım Tarihi: 2014
  • Doi Numarası: 10.1109/lsp.2014.2305115
  • Dergi Adı: IEEE SIGNAL PROCESSING LETTERS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.464-468
  • Orta Doğu Teknik Üniversitesi Adresli: Evet

Özet

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.