The Marginal Enumeration Bayesian Cramer-Rao Bound for Jump Markov Systems
2014 (English)In: IEEE Signal Processing Letters, ISSN 1070-9908, E-ISSN 1558-2361, Vol. 21, no 4, 464-468 p.Article in journal (Refereed) Published
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.
Place, publisher, year, edition, pages
Institute of Electrical and Electronics Engineers (IEEE) , 2014. Vol. 21, no 4, 464-468 p.
Jump markov systems; performance bounds; statistical signal processing
Engineering and Technology
IdentifiersURN: urn:nbn:se:liu:diva-105741DOI: 10.1109/LSP.2014.2305115ISI: 000332125100002OAI: oai:DiVA.org:liu-105741DiVA: diva2:710357