Publications [#66674] of Jeffrey L. Krolik

Papers Published

1. Tabrikian, J. and Krolik, J.L., Efficient computation of the Bayesian Cramer-Rao bound on estimating parameters of Markov models, 1999 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings. ICASSP99 (Cat. No.99CH36258), vol. vol.3 (1999), pp. 1761 - 4, Phoenix, AZ, USA [ICASSP.1999.756336]
   (last updated on 2007/04/16)

   Abstract:
   This paper presents a novel method for calculating the hybrid Cramer-Rao lower bound (HCRLB) when the statistical model for the data has a Markovian nature. The method applies to both the non-linear/non-Gaussian as well as linear/Gaussian model. The approach solves the required expectation over unknown random parameters by several one-dimensional integrals computed recursively, thus simplifying a computationally-intensive multi-dimensional integration. The method is applied to the problem of refractivity estimation using radar clutter from the sea surface, where the backscatter cross section is assumed to be a Markov process in range. The HCRLB is evaluated and compared to the performance of the corresponding maximum a-posteriori estimator. Simulation results indicate that the HCRLB provides a tight lower bound in this application

   Keywords:
   Bayes methods;Markov processes;parameter estimation;radar clutter;recursive estimation;