A statistical model for detecting jumps and decaying pulses in the presence of a background noise

Abstract A statistical modeling technique using full Bayesian approach is proposed for use in the detection of jumps and decaying pulses in the presence of background noises. Two distributions, namely, the exponential-power and the Student- t distributions, are adopted for the purpose. Results suggest that both these distributions can give accurate recovery of the instants when the abrupt changes take place if the background noise level is lower than that of the changes by 3 dB. They also indicate that the exponential-power distribution is more useful when the signal-to-noise ratio falls below 0 dB.