A method of and apparatus for on-line detection and identification of synchronous and asynchronous piecewise-constant signals corrupted by noise and distortion. The method achieves joint temporal and amplitude detection and identification by following an initial amplitude approximation with a change detection that continually converges to an accurate joint identification while continually correcting intermediate approximation errors via analysis of temporal signatures. In turn, the temporal identifications employ accumulated statistics partly determined by the initial amplitude approximation.