Title :
Cramer-Rao lower bounds for abrupt change parameters in additive and multiplicative noise
Author :
Tourneret, J.Y. ; Ferrari, A.
Author_Institution :
ENSEEIHT, Toulouse, France
Abstract :
The paper addresses the problem of determining the Cramer-Rao lower bounds for noise and abrupt change parameters, for steplike signals corrupted by multiplicative and/or additive noise. Closed-form expressions are derived for an ideal step with a known changepoint. For an unknown changepoint, the noise-free signal is modeled by a sigmoidal function parametrized by location and step rise parameters. The noise and step change CRLBs are then shown to be well approximated by the more tractable expressions derived for a known changepoint
Keywords :
Gaussian noise; parameter estimation; signal processing; stochastic processes; Cramer-Rao lower bounds; abrupt change parameters; additive noise; closed-form expressions; ideal step; known changepoint; location parameters; multiplicative noise; noise-free signal; sigmoidal function; step rise parameters; steplike signals; unknown changepoint; Additive noise; Closed-form solution; Covariance matrix; Gaussian noise; Image processing; Multi-stage noise shaping; Noise shaping; Shape; Signal processing; Speckle;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 2000. ICASSP '00. Proceedings. 2000 IEEE International Conference on
Conference_Location :
Istanbul
Print_ISBN :
0-7803-6293-4
DOI :
10.1109/ICASSP.2000.861946
