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.
https://hal.inria.fr/inria-00363679
Contributor : Lotfi Belkoura
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Submitted on : Tuesday, February 24, 2009 - 10:40:35 AM
Last modification on : Friday, March 22, 2019 - 1:35:10 AM
Long-term archiving on : Tuesday, June 8, 2010 - 10:51:16 PM
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⟩
