8th IEEE Signal Processing Workshop on Statistical Signal and Array Processing (SSAP '96)
Detection and estimation of multiplicative jumps
Corfu, GREECE
June 24-June 26
ISBN: 0-8186-7576-4
Multiplicative jumps have been considered in many applications. These applications include speckle signal in radar images, mechanical vibrations, non-linear time series and random communication models. The problem addressed here is the detection of multiplicative jumps using the Neyman-Pearson test. This test constitutes a reference to which suboptimal detectors can be compared. In practical applications, the parameters of the noise and of the jump have to be estimated. The maximum likelihood estimator and the Cramer Rao bound for these parameters are then studied.
Index Terms:
signal detection; maximum likelihood estimation; speckle; radar imaging; vibrations; time series; random processes; parameter estimation; noise; multiplicative jump detector; multiplicative jump estimation; speckle signal; radar images; mechanical vibrations; nonlinear time series; random communication models; Neyman-Pearson test; suboptimal detectors; noise parameters; maximum likelihood estimator; Cramer Rao bound
Citation:
J.-Y. Tourneret, M. Chabert, M. Ghogho, "Detection and estimation of multiplicative jumps," ssap, pp.20, 8th IEEE Signal Processing Workshop on Statistical Signal and Array Processing (SSAP '96), 1996