Cram??r-Rao-type lower bound for a time of abrupt change

In this paper, we consider data obeying sequentially two equations corresponding to two different models. The time of model change and the parameters of each model are unknown. We propose a non-recursive estimation of this time and of the parameters. A Cramér-Rao-type lower bound for this time is proposed. Several applications, including target motion analysis problems, are given.