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
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;
Conference_Titel :
Statistical Signal and Array Processing, 1998. Proceedings., Ninth IEEE SP Workshop on
Conference_Location :
Portland, OR
Print_ISBN :
0-7803-5010-3
DOI :
10.1109/SSAP.1998.739420
