Recent results on Bayesian Cramér-Rao bounds for jump Markov systems

Fritsche, Carsten
Orguner, Umut
Svensson, Lennart
Gustafsson, Fredrik
In this paper, recent results on the evaluation of the Bayesian Cramer-Rao bound for jump Markov systems are presented. In particular, previous work is extended to jump Markov systems where the discrete mode variable enters into both the process and measurement equation, as well as where it enters exclusively into the measurement equation. Recursive approximations are derived with finite memory requirements as well as algorithms for checking the validity of these approximations are established. The tightness of the bound and the validity of its approximation is investigated on a couple of examples.


Functional Mesh Model with Temporal Measurements for Brain Decoding
Onal, Itir; Ozay, Mete; Yarman Vural, Fatoş Tunay (2015-08-29)
We propose a method called Functional Mesh Model with Temporal Measurements (FMM-TM) to estimate a functional relationship among voxels using temporal data, and employ these relationships for brain decoding. For each sample, we measure Blood Oxygenation Level Dependent (BOLD) responses from each voxel, and construct a functional mesh around each voxel (called seed voxel) with its nearest neighbors selected using distance metrics namely Pearson correlation, cosine similarity and Euclidean distance. Then, we ...
Systematic Analysis on the Optical Properties of Chiral Metamaterial Slab for Microwave Polarization Control
Comez, I.; KARAASLAN, MUHARREM; Dincer, F.; KARADAĞ, FATOŞ; Sabah, C. (2015-05-01)
Theoretical and numerical of investigation of the chiral slab exhibiting polarization rotation is presented in detail. The effects of the chirality, thickness of medium, dielectric constant, and incident angle are analyzed in order to display the characteristic features of the chiral slab both for TE and TM incident waves. The chiral slab then is realized by using a full wave EM simulation software in order to validate the numerical results in which the numerical and simulation results are in good agreement...
Stability analysis of recurrent neural networks with piecewise constant argument of generalized type
Akhmet, Marat; Yılmaz, Elanur (2010-09-01)
In this paper, we apply the method of Lyapunov functions for differential equations with piecewise constant argument of generalized type to a model of recurrent neural networks (RNNs). The model involves both advanced and delayed arguments. Sufficient conditions are obtained for global exponential stability of the equilibrium point. Examples with numerical simulations are presented to illustrate the results.
Online state estimation for discrete nonlinear dynamic systems with nonlinear noise and interference
Demirbaş, Kerim (2015-01-01)
This paper presents a real-time recursive state filtering and prediction scheme (PR) for discrete nonlinear dynamic systems with nonlinear noise and random interference, such as undesired random jamming or clutter. The PR is based upon discrete noise approximation, state quantization, and a suboptimal implementation of multiple composite hypothesis testing. The PR outperforms both the sampling importance resampling (SIR) particle filter and auxiliary sampling importance resampling (ASIR) particle filter; wh...
Non-linear filtering based on observations from Gaussian processes
Gustafsson, Fredrik; Saha, Saikat; Orguner, Umut (2011-03-12)
We consider a class of non-linear filtering problems, where the observation model is given by a Gaussian process rather than the common non-linear function of the state and measurement noise. The new observation model can be considered as a generalization of the standard one with correlated measurement noise in both time and space. We propose a particle filter based approach with a measurement update step that requires a memory of past observations which can be truncated using a moving window to obtain a fi...
Citation Formats
C. Fritsche, U. Orguner, L. Svensson, and F. Gustafsson, “Recent results on Bayesian Cramér-Rao bounds for jump Markov systems,” 2016, Accessed: 00, 2020. [Online]. Available: