Weiss-Weinstein bound for an abrupt unknown frequency change

Abstract : In this paper, we derive analytical expressions of the Weiss-Weinstein bound (WWB) in the context of observations whose frequency abruptly changes at an unknown time instant. Since both frequencies before and after the change are assumed to be unknown as well, it is appropriate to consider the multiparameter version of the WWB. Furthermore, numerical simulations are provided in order to illustrate the tightness of the proposed bound expressions regarding to the estimates errors.
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Lucien Bacharach, Mohammed Nabil El Korso, Alexandre Renaux. Weiss-Weinstein bound for an abrupt unknown frequency change. 2016 IEEE Statistical Signal Processing Workshop (SSP), Jun 2016, Palma de Majorque, Spain. 2016, SSP 2016. 〈http://ssp2016.tsc.uc3m.es/〉. 〈10.1109/ssp.2016.7551787 〉. 〈hal-01346610〉

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