• DocumentCode
    263321
  • Title

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

  • Author

    Jauffret, Claude ; Perez-Pignol, Annie-Claude

  • Author_Institution
    IM2NP, Univ. de Toulon, La Garde, France
  • fYear
    2014
  • fDate
    7-10 July 2014
  • Firstpage
    1
  • Lastpage
    7
  • Abstract
    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.
  • Keywords
    target tracking; Cramér-Rao-type lower bound; abrupt change; nonrecursive estimation; target motion analysis problems; Approximation methods; Mathematical model; Maximum likelihood estimation; Noise; Standards; Vectors; Abrupt change; Cram??r-Rao lower bound; Fisher information; bearings-only TMA; maneuvering target; maximum likelihood estimate;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    Information Fusion (FUSION), 2014 17th International Conference on
  • Conference_Location
    Salamanca
  • Type

    conf

  • Filename
    6916277
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=263321