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

被引：7

作者：

Fritsche, Carsten ^{[1
]}

Orguner, Umut ^{[2
]}

Svensson, Lennart ^{[3
]}

Gustafsson, Fredrik ^{[4
]}

机构：

[1] IFEN GmbH, D-85586 Poing, Germany

[2] Middle E Tech Univ, Dept Elect & Elect Engn, TR-06531 Ankara, Turkey

[3] Chalmers Univ Technol, Dept Signals & Syst, S-41296 Gothenburg, Sweden

[4] Linkoping Univ, Dept Elect Engn, Div Automat Control, SE-58183 Linkoping, Sweden

来源：

IEEE SIGNAL PROCESSING LETTERS | 2014年 / 21卷 / 04期

关键词：

Jump markov systems; performance bounds; statistical signal processing; PERFORMANCE; FILTER;

D O I：

10.1109/LSP.2014.2305115

中图分类号：

TM [电工技术]; TN [电子技术、通信技术];

学科分类号：

0808 ; 0809 ;

摘要：

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.

引用

页码：464 / 468

页数：5

共 50 条

[1] The Marginal Bayesian Cramer-Rao Bound for Jump Markov Systems
Fritsche, Carsten
Gustafsson, Fredrik
IEEE SIGNAL PROCESSING LETTERS, 2016, 23 (05) : 575 - U10
[2] Recent Results on Bayesian Cramer-Rao Bounds for Jump Markov Systems
Fritsche, Carsten
Orguner, Umut
Svensson, Lennart
Gustafsson, Fredrik
2016 19TH INTERNATIONAL CONFERENCE ON INFORMATION FUSION (FUSION), 2016, : 512 - 520
[3] On the Bayesian Cramer-Rao Bound for Markovian Switching Systems
Svensson, Lennart
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2010, 58 (09) : 4507 - 4516
[4] Asymptotically Tight Bayesian Cramer-Rao Bound
Aharon, Ori
Tabrikian, Joseph
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2024, 72 : 3333 - 3346
[5] Bayesian Periodic Cramer-Rao Bound
Routtenberg, Tirza
Tabrikian, Joseph
IEEE SIGNAL PROCESSING LETTERS, 2022, 29 : 1878 - 1882
[6] Non-Bayesian Periodic Cramer-Rao Bound
Routtenberg, Tirza
Tabrikian, Joseph
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2013, 61 (04) : 1019 - 1032
[7] GEOMETRY OF THE CRAMER-RAO BOUND
SCHARF, LL
MCWHORTER, LT
SIGNAL PROCESSING, 1993, 31 (03) : 301 - 311
[8] Evaluating the Bayesian Cramer-Rao Bound for multiple model filtering
Svensson, Lennart
FUSION: 2009 12TH INTERNATIONAL CONFERENCE ON INFORMATION FUSION, VOLS 1-4, 2009, : 1775 - 1782
[9] Intrinsic Bayesian Cramer-Rao Bound With an Application to Covariance Matrix Estimation
Bouchard, Florent
Renaux, Alexandre
Ginolhac, Guillaume
Breloy, Arnaud
IEEE TRANSACTIONS ON INFORMATION THEORY, 2024, 70 (12) : 9261 - 9276
[10] Cramer-Rao Bound for Convolutional Beamspace Method
Chen, Po-Chih
Vaidyanathan, P. P.
FIFTY-SEVENTH ASILOMAR CONFERENCE ON SIGNALS, SYSTEMS & COMPUTERS, IEEECONF, 2023, : 1288 - 1292

← 1 2 3 4 5 →