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Recursive hybrid Cramer-Rao bound for discrete-time Markovian dynamic systems
- Source :
- IEEE Signal Processing Letters, IEEE Signal Processing Letters, Institute of Electrical and Electronics Engineers, 2015, 22 (10), pp.1543-1547. 〈10.1109/LSP.2015.2412173〉, IEEE Signal Processing Letters, Institute of Electrical and Electronics Engineers, 2015, 22 (10), pp.1543-1547. ⟨10.1109/LSP.2015.2412173⟩
- Publication Year :
- 2015
- Publisher :
- HAL CCSD, 2015.
-
Abstract
- International audience; In statistical signal processing, hybrid parameter estimation refers to the case where the parameters vector to estimate contains both non-random and random parameters. As a contribution to the hybrid estimation framework, we introduce a recursive hybrid Cramér Rao lower bounds for discrete-time Markovian dynamic systems depending on unknown determinis-tic parameters. Additionnally, the regularity conditions required for its existence and its use are clarified.
- Subjects :
- 0209 industrial biotechnology
Mathematical optimization
[ INFO.INFO-TS ] Computer Science [cs]/Signal and Image Processing
Markov process
02 engineering and technology
Upper and lower bounds
Electronic mail
symbols.namesake
020901 industrial engineering & automation
[INFO.INFO-TS]Computer Science [cs]/Signal and Image Processing
Autre
Dynamic Markovian systems
0202 electrical engineering, electronic engineering, information engineering
Parameter estimation
Applied mathematics
Electrical and Electronic Engineering
Mathematics
Estimation theory
Applied Mathematics
estimation error lower bound
Estimation error lower bound
020206 networking & telecommunications
dynamic Markovian systems
Discrete time and continuous time
Signal Processing
symbols
Cramér–Rao bound
Recursive Bayesian estimation
Statistical signal processing
Subjects
Details
- Language :
- English
- ISSN :
- 10709908
- Database :
- OpenAIRE
- Journal :
- IEEE Signal Processing Letters, IEEE Signal Processing Letters, Institute of Electrical and Electronics Engineers, 2015, 22 (10), pp.1543-1547. 〈10.1109/LSP.2015.2412173〉, IEEE Signal Processing Letters, Institute of Electrical and Electronics Engineers, 2015, 22 (10), pp.1543-1547. ⟨10.1109/LSP.2015.2412173⟩
- Accession number :
- edsair.doi.dedup.....2aee9f6975c89585280c12294774158d
- Full Text :
- https://doi.org/10.1109/LSP.2015.2412173〉