Tirza Routtenberg

Bobrovsky–Zakai-Type Bound for Periodic Stochastic Filtering

2018 · IEEE Signal Processing Letters

Mean-squared-error (MSE) lower bounds are commonly used for performance analysis and system design. Recursive algorithms have been derived for computation of Bayesian bounds in stochastic filtering problems. In this letter, we consider stochastic filtering with …

Cramér-Rao Bound for Estimation After Model Selection and Its Application to Sparse Vector Estimation

2021 · IEEE Transactions on Signal Processing

In many practical parameter estimation problems, such as coefficient estimation of polynomial regression, the true model is unknown and thus, a model selection step is performed prior to estimation. The data-based model selection step affects …