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

The paper addresses the problem of determining the Cramer-Rao lower bounds for noise and abrupt change parameters, for steplike signals corrupted by multiplicative and/or additive noise. Closed-form expressions are derived for an ideal step with a known changepoint. For an unknown changepoint, the noise-free signal is modeled by a sigmoidal function parametrized by location and step rise parameters. The noise and step change CRLBs are then shown to be well approximated by the more tractable expressions derived for a known changepoint.

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