The Marginal Enumeration Bayesian Cramer-Rao Bound for Jump Markov Systems
Journal article, 2014

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.


C. Fritsche


U. Orguner

Middle East Technical University (METU)

Lennart Svensson

Chalmers, Signals and Systems, Signal Processing and Biomedical Engineering

F. Gustafsson

Linköping University

IEEE Signal Processing Letters

1070-9908 (ISSN) 15582361 (eISSN)

Vol. 21 4 464-468 6734718

Subject Categories

Electrical Engineering, Electronic Engineering, Information Engineering



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