The Marginal Bayesian Cramér-Rao Bound for Jump Markov Systems
نویسندگان
چکیده
In this letter, numerical algorithms for computing the marginal version of the Bayesian Cramér-Rao bound (M-BCRB) for jump Markov nonlinear systems and jump Markov linear Gaussian systems are proposed. Benchmark examples for both systems illustrate that the M-BCRB is tighter than three other recently proposed BCRBs. Index Terms Jump Markov nonlinear systems, Bayesian Cramér-Rao bound, particle filter, Rao-Blackwellization, statistical signal processing.
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ورودعنوان ژورنال:
- IEEE Signal Process. Lett.
دوره 23 شماره
صفحات -
تاریخ انتشار 2016