Barankin lower bound for change-points in independent sequences

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).