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 Doğu Teknik Üniversitesi
Lennart Svensson
Chalmers, Signaler och system, Signalbehandling och medicinsk teknik
F. Gustafsson
Linköpings universitet
IEEE Signal Processing Letters
1070-9908 (ISSN) 15582361 (eISSN)
Vol. 21 4 464-468 6734718Ämneskategorier
Elektroteknik och elektronik
DOI
10.1109/lsp.2014.2305115