On the Bayesian Cramér-Rao Bound for Markovian Switching Systems
DOI10.1109/TSP.2010.2051153zbMath1391.93260OpenAlexW2162182236MaRDI QIDQ4570487
Publication date: 9 July 2018
Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tsp.2010.2051153
Inference from stochastic processes and prediction (62M20) Bayesian inference (62F15) Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)
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