Name
Abstract | ||
|---|---|---|
A marginal version of the enumeration Bayesian Cramér-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. |
Year | DOI | Venue |
|---|---|---|
2014 | 10.1109/LSP.2014.2305115 | Signal Processing Letters, IEEE |
Keywords | Field | DocType |
Bayes methods,Markov processes,EBCRB,jump Markov systems,marginal enumeration Bayesian Cramér-Rao bound,Jump markov systems,performance bounds,statistical signal processing | Mathematical optimization,Markov chain mixing time,Variable-order Bayesian network,Markov process,Markov property,Markov model,Markov chain,Markov kernel,Mathematics,Markov renewal process | Journal |
Volume | Issue | ISSN |
21 | 4 | 1070-9908 |
Citations | PageRank | References |
1 | 0.36 | 8 |
Authors | ||
4 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Carsten Fritsche | 1 | 157 | 14.72 |
| Umut Orguner | 2 | 548 | 40.11 |
| Lennart Svensson | 3 | 385 | 43.46 |
| Fredrik Gustafsson | 4 | 2287 | 281.33 |