DocumentCode
2855513
Title
Barankin lower bound for change-points in independent sequences
Author
Ferrari, André ; Tourneret, Jean-Yves
Author_Institution
LUAN, Univ. de Nice-Sophia Antipolis, Nice, France
fYear
2003
fDate
28 Sept.-1 Oct. 2003
Firstpage
557
Lastpage
560
Abstract
In this paper, the computation of the Barankin bound (BRB) for an unbiased estimator of the step location for an independent discrete-time signal is proposed. In the derivation of the change-point BRB for different observation vector distributions the usual Gaussian case is first considered. Simulation results show that the BRB provides a reasonable lower bound for the estimated mean square errors (MSE) of the change-point maximum likelihood estimator (MLE).
Keywords
Gaussian processes; maximum likelihood estimation; mean square error methods; signal processing; Barankin lower bound; Gaussian case; change-point maximum likelihood estimator; discrete-time signal; estimated mean square errors; Cramer-Rao bounds; Distributed computing; Equations; Filters; H infinity control; Hydrogen; Maximum likelihood estimation; Signal processing;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal Processing, 2003 IEEE Workshop on
Print_ISBN
0-7803-7997-7
Type
conf
DOI
10.1109/SSP.2003.1289526
Filename
1289526
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