Cramer-Rao lower bounds for abrupt change parameters in additive and multiplicative noise

Author

Tourneret, J.Y. ; Ferrari, A.

Author_Institution

ENSEEIHT, Toulouse, France

Volume

1

fYear

2000

fDate

2000

Firstpage

285

Abstract

The paper addresses the problem of determining the Cramer-Rao lower bounds for noise and abrupt change parameters, for steplike signals corrupted by multiplicative and/or additive noise. Closed-form expressions are derived for an ideal step with a known changepoint. For an unknown changepoint, the noise-free signal is modeled by a sigmoidal function parametrized by location and step rise parameters. The noise and step change CRLBs are then shown to be well approximated by the more tractable expressions derived for a known changepoint

Keywords

Gaussian noise; parameter estimation; signal processing; stochastic processes; Cramer-Rao lower bounds; abrupt change parameters; additive noise; closed-form expressions; ideal step; known changepoint; location parameters; multiplicative noise; noise-free signal; sigmoidal function; step rise parameters; steplike signals; unknown changepoint; Additive noise; Closed-form solution; Covariance matrix; Gaussian noise; Image processing; Multi-stage noise shaping; Noise shaping; Shape; Signal processing; Speckle;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on

Conference_Location

Istanbul

ISSN

1520-6149

Print_ISBN

0-7803-6293-4

Type

conf

DOI

10.1109/ICASSP.2000.861946

Filename

861946