Cramer-Rao lower bounds for change points in additive and multiplicative noise

DOI10.1016/J.SIGPRO.2004.03.009MaRDI QIDQ951575zbMATH OpenOpenAlexFDO

Authors Jean-Yves Tourneret, A. Ferrari, Ananthram Swami

Publication date 27 October 2008

Published in Signal Processing (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sigpro.2004.03.009

zbMATH Keywords

change-pointsmultiplicative noise

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Cited in

(2)

• Cramer-Rao bounds for deterministic signals in additive and multiplicative noise
• Analysis of multiscale products for step detection and estimation

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