- Conference Paper
An efficient message-passing algorithm for computing the Bayesian Cramer-Rao bound (BCRB) for general estimation problems is presented. The BCRB is a lower bound on the mean squared estimation error. The algorithm operates on a cycle-free factor graph of the system at hand. It can be applied to estimation in (1) general state-space models; (2) coupled state-space models and other systems that are most naturally represented by cyclic factor graphs; (3) coded systems. Show more
Book titleProceedings of the 2005 IEEE International Symposium on Information Theory (ISIT 2005)
Pages / Article No.
Organisational unit03568 - Loeliger, Hans-Andrea / Loeliger, Hans-Andrea
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