The Marginal Enumeration Bayesian Cramer-Rao Bound for Jump Markov Systems
Artikel i vetenskaplig tidskrift, 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.

Författare

C. Fritsche

IFEN GmbH

U. Orguner

Orta Dogu Teknik Universitesi

Lennart Svensson

Chalmers, Signaler och system, Signalbehandling och medicinsk teknik, Signalbehandling

F. Gustafsson

Linköpings universitet

IEEE Signal Processing Letters

1070-9908 (ISSN)

Vol. 21 464-468 6734718

Ämneskategorier

Elektroteknik och elektronik

DOI

10.1109/lsp.2014.2305115