On the Bayesian Cramér-Rao Bound for Markovian Switching Systems

DOI10.1109/TSP.2010.2051153zbMATH Open1391.93260OpenAlexW2162182236MaRDI QIDQ4570487FDOQ4570487

Authors: Lennart Svensson 

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

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Bayesian inference (62F15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Estimation and detection in stochastic control theory (93E10)

Cited In (1)

• Posterior Cramér-Rao bounds for nonlinear dynamic system with colored noises

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