DocumentCode
332305
Title
Cramer-Rao bounds for step-change localization in additive and multiplicative noise
Author
Swami, Ananthrum ; Sadler, Brian
Author_Institution
AMSRL-IS-TA, Army Res. Lab., Adelphi, MD, USA
fYear
1998
fDate
14-16 Sep 1998
Firstpage
403
Lastpage
406
Abstract
We derive Cramer-Rao bounds for the parameters of a step change observed in additive and multiplicative noise. In order to satisfy regularity conditions, we model the step change by a smooth function, parameterized by a rise-time parameter, α. Closed-form expressions for the large sample bound are obtained for several special cases. These bounds can be used to assess the performance of various estimators proposed in the literature
Keywords
Gaussian noise; parameter estimation; signal sampling; Cramer-Rao bounds; additive noise; closed-form expressions; estimators; multiplicative noise; performance; regularity conditions; rise-time parameter; sample bound; smooth function; step-change localization; Additive noise; Bandwidth; Closed-form solution; Fault detection; Image segmentation; Milling machines; Powders; Sampling methods; Signal processing; Speckle;
fLanguage
English
Publisher
ieee
Conference_Titel
Statistical Signal and Array Processing, 1998. Proceedings., Ninth IEEE SP Workshop on
Conference_Location
Portland, OR
Print_ISBN
0-7803-5010-3
Type
conf
DOI
10.1109/SSAP.1998.739420
Filename
739420
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