HAL will be down for maintenance from Friday, June 10 at 4pm through Monday, June 13 at 9am. More information
Skip to Main content Skip to Navigation
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.
Document type :
Conference papers
Complete list of metadata

Cited literature [6 references]  Display  Hide  Download

https://hal.inria.fr/inria-00363679
Contributor : Lotfi Belkoura Connect in order to contact the contributor
Submitted on : Tuesday, February 24, 2009 - 10:40:35 AM
Last modification on : Wednesday, March 23, 2022 - 3:51:21 PM
Long-term archiving on: : Tuesday, June 8, 2010 - 10:51:16 PM

File

Belkoura-Fes2009.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : inria-00363679, version 1

Collections

Citation

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⟩

Share

Metrics

Record views

172

Files downloads

57