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Change point detection with application to the identification of a switching process

Lotfi Belkoura 1, 2
1 ALIEN - Algebra for Digital Identification and Estimation
Inria Lille - Nord Europe, Inria Saclay - Ile de France, Ecole Centrale de Lille, X - École polytechnique, CNRS - Centre National de la Recherche Scientifique : UMR8146
2 SyNeR - Systèmes Non Linéaires et à Retards
CRIStAL - Centre de Recherche en Informatique, Signal et Automatique de Lille - UMR 9189
Abstract : This paper deals with the change point detection problem with application to filtering and on-line identification of simple hybrid systems. The proposed method allows to obtain fast estimators for the unknown switch times and parameters. Numerical simulations with noisy data are provided.
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https://hal.inria.fr/inria-00363679
Contributor : Lotfi Belkoura <>
Submitted on : Tuesday, February 24, 2009 - 10:40:35 AM
Last modification on : Friday, December 11, 2020 - 6:44:07 PM
Long-term archiving on: : Tuesday, June 8, 2010 - 10:51:16 PM

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  • HAL Id : inria-00363679, version 1

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CNRS | INRIA | X | LAGIS | CRISTAL-SYNER | CRISTAL | UNIV-LILLE

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Lotfi Belkoura. Change point detection with application to the identification of a switching process. International conference on systems theory : Modelling, Analysis and Control, May 2009, Fes, Morocco. ⟨inria-00363679⟩

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