Change point detection with application to the identification of a switching process
Résumé
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.
Domaines
Automatique
Origine : Fichiers produits par l'(les) auteur(s)
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