A new estimation error lower bound for interruption indicators in systems with uncertain measurements

Optimal estimators of systems with interrupted measurements are infinite dimensional, because these systems belong to the class of hybrid systems. This renders the calculation of a lower bound for the estimation error of the interruption process in these systems of particular interest. Recently it has been shown that a Cramer-Rao-type lower bound on the interruption process estimation error is trivially zero. In the present work a nonzero lower bound for a class of systems with Markovian interruption variables is proposed. Derivable using the well known Weiss-Weinstein bound, this lower bound can be easily evaluated using a simple recursive algorithm. The proposed lower bound depends on the ability to decrease the state uncertainty using a single measurement and permits, in some cases, efficient estimators.