Galy, Jerome and Renaux, Alexandre and Chaumette, Eric and Vincent, François and Larzabal, Pascal Recursive hybrid CRB for Markovian systems with time-variant measurement parameters. (2016) In: CAMSAP 2015, 13 December 2015 - 16 December 2015 (Cancun, Mexico).
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Official URL: http://dx.doi.org/10.1109/CAMSAP.2015.7383839
Abstract
In statistical signal processing, hybrid parameter estimation refers to the case where the parameters vector to estimate contains both deterministic and random parameters. Lately computationally tractable hybrid Cramér-Rao lower bounds for discrete-time Markovian dynamic systems depending on unknown time invariant deterministic parameters has been released. However in many applications (radar, sonar, telecoms, ...) the unknown deterministic parameters of the measurement model are time variant which prevents from using the aforementioned bounds. It is therefore the aim of this communication to tackle this issue by introducing new computationally tractable hybrid Cramér-Rao lower bounds.
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