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Barankin lower bound for change-points in independent sequences

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2 Author(s)
Ferrari, A. ; LUAN, Univ. de Nice-Sophia Antipolis, Nice, France ; Tourneret, J.-Y.

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).

Published in:

Statistical Signal Processing, 2003 IEEE Workshop on

Date of Conference:

28 Sept.-1 Oct. 2003