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Conference papers

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, Centrale 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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Submitted on : Tuesday, February 24, 2009 - 10:40:35 AM
Last modification on : Wednesday, March 23, 2022 - 3:51:21 PM
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  • HAL Id : inria-00363679, version 1



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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