E389-03 - Forschungsbereich Signal Processing E389-02 - Forschungsbereich Wireless Communications
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Journal:
IEEE Transactions on Signal Processing
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ISSN:
1053-587X
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Date (published):
15-Oct-2013
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Number of Pages:
14
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Publisher:
IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC
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Peer reviewed:
Yes
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Keywords:
Electrical and Electronic Engineering; Signal Processing
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Abstract:
In this paper, we explore a sequential Bayesian bound for state-space models focusing on hybrid continuous and discrete random states. We provide an analytic recursion for the sequential Weiss-Weinstein (SWW) bound for linear state-space models with solutions for Gaussian, uniform, and exponential distributions as derived, as well as for a combination of these. We compare the SWW bound for discretized states with the corresponding bound for the continuous states. The SWW bound is contrasted with the sequential Cramér-Rao bound for Gaussian distributions. Practical issues of SWW bounds are discussed and numerical simulation results provide insights into their behavior.
