Recursive Hybrid Cramér–Rao Bound for Discrete-Time Markovian Dynamic Systems

In statistical signal processing, hybrid parameter estimation refers to the case where the parameters vector to estimate contains both non-random and random parameters. As a contribution to the hybrid estimation framework, we introduce a recursive hybrid Cramér-Rao lower bound for discrete-time Markovian dynamic systems depending on unknown deterministic parameters. Additionally, the regularity conditions required for its existence and its use are clarified.