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
Orta Dogu Teknik Universitesi
Lennart Svensson
Chalmers, Signals and Systems, Signalbehandling och medicinsk teknik
F. Gustafsson
Linkopings universitet
IEEE Signal Processing Letters
1070-9908 (ISSN)
Vol. 21 4 464-468 6734718Subject Categories (SSIF 2011)
Electrical Engineering, Electronic Engineering, Information Engineering
DOI
10.1109/lsp.2014.2305115