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Recursive Hybrid Cramér–Rao Bound for Discrete-Time Markovian Dynamic Systems

Ren, Chengfang and Galy, Jerome and Chaumette, Eric and Vincent, François and Larzabal, Pascal and Renaux, Alexandre Recursive Hybrid Cramér–Rao Bound for Discrete-Time Markovian Dynamic Systems. (2015) IEEE Signal Processing Letters, 22 (10). 1543-1547. ISSN 1070-9908

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Official URL: http://dx.doi.org/10.1109/LSP.2015.2412173

Abstract

Abstract—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 bound for discrete-time Markovian dynamic systems depending on unknown deterministic parameters. Additionally, the regularity conditions required for its existence and its use are clarified.

Item Type:Article
Additional Information:Thanks to the IEEE (Institute of Electrical and Electronics Engineers). This paper is available at : http://ieeexplore.ieee.org/xpl/tocresult.jsp?isnumber=7059273 “© 2015 IEEE. Personal use of this material is permitted. Permission from IEEE must be obtained for all other uses, in any current or future media, including reprinting/republishing this material for advertising or promotional purposes, creating new collective works, for resale or redistribution to servers or lists, or reuse of any copyrighted component of this work in other works.
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
Other partners > Université de Montpellier 2 (FRANCE)
Other partners > Université Paris-Sud 11 (FRANCE)
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Deposited By: Francois VINCENT
Deposited On:10 Jan 2017 16:23

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