July 2004 (v1)
Journal article
The paper addresses the problem of determining the Cramer–Rao lower bounds (CRLBs) for noise and change-point parameters, for steplike signals corrupted by multiplicative and/or additive white noise. Closed-form expressions for the signal and noise CRLBs are first derived for an ideal step with a known change point. For an unknown change-point,...
Uploaded on: December 3, 2022