2019
DOI: 10.1109/tsp.2018.2890029
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A Hybrid Lower Bound for Parameter Estimation of Signals With Multiple Change-Points

Abstract: Change-point estimation has received much attention in the literature as it plays a significant role in several signal processing applications. However, the study of the optimal estimation performance in such context is a difficult task since the unknown parameter vector of interest may contain both continuous and discrete parameters, namely the parameters associated with the noise distribution and the change-point locations. In this paper, we handle this by deriving a lower bound on the mean square error of t… Show more

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Cited by 5 publications
(5 citation statements)
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“…The hybrid WWLB (HWWLB) combines the WWLB for the random parameter with other bounds for the deterministic parameter, such as the BLB and CRLB [61,70]. In general, the hybrid bounds are not a simple concatenation of bounds for deterministic and random parameters, but a careful combination of them.…”
Section: ) Barankin Lower Bound Familymentioning
confidence: 99%
“…The hybrid WWLB (HWWLB) combines the WWLB for the random parameter with other bounds for the deterministic parameter, such as the BLB and CRLB [61,70]. In general, the hybrid bounds are not a simple concatenation of bounds for deterministic and random parameters, but a careful combination of them.…”
Section: ) Barankin Lower Bound Familymentioning
confidence: 99%
“…The hybrid WWLB (HWWLB) combines the WWLB for the random parameter with other bounds for the deterministic parameter, such as the BLB and CRLB [61,70]. In general, the hybrid bounds are not a simple concatenation of bounds for deterministic and random parameters, but a careful combination of them.…”
Section: ) Barankin Lower Bound Familymentioning
confidence: 99%
“…the WWB) has been proposed in [16] where a general semi-closed-form expression focussing on change-points without specifying the distribution of the data, is given. This work has been extended by including the possibility of unknown additional parameters in [13]. Our aim is to adapt this semi-closed-form expression to the specific aforementioned SAR problem.…”
Section: Relation To Prior Workmentioning
confidence: 99%
“…In the context of change-point estimation, the right-hand side of the inequality at eq. (5) can be obtained by using the semi closed-form expression provided in [13]:…”
Section: Hybrid Bound For the Change-point Modelmentioning
confidence: 99%
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