Referenced Items are not available for this document.
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
- Page(s):
- 557 - 560
- Print ISBN:
- 0-7803-7997-7
- INSPEC Accession Number:
- 8096321
- Digital Object Identifier :
- 10.1109/SSP.2003.1289526
- Product Type:
- Conference Publications
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