Inria Lille - Nord Europe, Inria Saclay - Ile de France, Ecole Centrale de Lille, X - École polytechnique, CNRS - Centre National de la Recherche Scientifique : UMR8146
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.
Type de document :
Communication dans un congrès
International conference on systems theory : Modelling, Analysis and Control, May 2009, Fes, Morocco. 2009
https://hal.inria.fr/inria-00363679
Contributeur : Lotfi Belkoura
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Soumis le : mardi 24 février 2009 - 10:40:35
Dernière modification le : mardi 3 juillet 2018 - 11:42:46
Document(s) archivé(s) le : mardi 8 juin 2010 - 22:51:16
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. 2009. 〈inria-00363679〉
