Show/Hide Menu
Hide/Show Apps
anonymousUser
Logout
Türkçe
Türkçe
Search
Search
Login
Login
OpenMETU
OpenMETU
About
About
Open Science Policy
Open Science Policy
Frequently Asked Questions
Frequently Asked Questions
Communities & Collections
Communities & Collections
Recent results on Bayesian Cramér-Rao bounds for jump Markov systems
Date
2016-07-08
Author
Fritsche, Carsten
Orguner, Umut
Svensson, Lennart
Gustafsson, Fredrik
Metadata
Show full item record
This work is licensed under a
Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International License
.
Item Usage Stats
3
views
0
downloads
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.
Subject Keywords
Filter
,
State
URI
https://hdl.handle.net/11511/53115
Collections
Department of Electrical and Electronics Engineering, Conference / Seminar