Material for “ Recent results on Bayesian Cramér - Rao bounds for jump Markov systems
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چکیده
This report contains supplementary material for the paper [1], and gives detailed proofs of all lemmas and propositions that could not be included into the paper due to space limitations. The notation is adapted from the paper.
منابع مشابه
The Marginal Bayesian Cramér-Rao Bound for Jump Markov Systems
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 ...
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متن کاملSupplementary Material for “Recent results on Bayesian Cramér-Rao bounds for jump Markov systems”
This report contains supplementary material for the paper [1], and gives detailed proofs of all lemmas and propositions that could not be included into the paper due to space limitations. The notation is adapted from the paper.
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تاریخ انتشار 2016