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.
Author
C. Fritsche
IFEN GmbH
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 6734718Subject Categories
Electrical Engineering, Electronic Engineering, Information Engineering
DOI
10.1109/lsp.2014.2305115