The Marginal Enumeration Bayesian Cramer-Rao Bound for Jump Markov Systems

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2014-04-01

Author

FRITSCHE, Carsten
Orguner, Umut
Svensson, Lennart
Gustafsson, Fredrik

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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.

Subject Keywords

Jump Markov systems, Performance bounds, Statistical signal processing

URI

https://hdl.handle.net/11511/32845

Journal

IEEE SIGNAL PROCESSING LETTERS

DOI

https://doi.org/10.1109/lsp.2014.2305115

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Department of Electrical and Electronics Engineering, Article

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Citation Formats

C. FRITSCHE, U. Orguner, L. Svensson, and F. Gustafsson, “The Marginal Enumeration Bayesian Cramer-Rao Bound for Jump Markov Systems,” IEEE SIGNAL PROCESSING LETTERS, pp. 464–468, 2014, Accessed: 00, 2020. [Online]. Available: https://hdl.handle.net/11511/32845.