• DocumentCode
    1759815
  • Title

    The Marginal Enumeration Bayesian Cramér–Rao Bound for Jump Markov Systems

  • Author

    Fritsche, Carsten ; Orguner, Umut ; Svensson, Lars ; Gustafsson, Fredrik

  • Author_Institution
    IFEN GmbH, Poing, Germany
  • Volume
    21
  • Issue
    4
  • fYear
    2014
  • fDate
    41730
  • Firstpage
    464
  • Lastpage
    468
  • Abstract
    A marginal version of the enumeration Bayesian Cramér-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.
  • Keywords
    Bayes methods; Markov processes; EBCRB; jump Markov systems; marginal enumeration Bayesian Cramér-Rao bound; Approximation methods; Bayes methods; Estimation; Markov processes; Monte Carlo methods; Noise; Vectors; Jump markov systems; performance bounds; statistical signal processing;
  • fLanguage
    English
  • Journal_Title
    Signal Processing Letters, IEEE
  • Publisher
    ieee
  • ISSN
    1070-9908
  • Type

    jour

  • DOI
    10.1109/LSP.2014.2305115
  • Filename
    6734718
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1759815