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A delay estimation approach to change-point detection


The change-point detection problem is cast into a delay estimation. Using a local piecewise polynomial representation and some elementary algebraic manipulations, we give an explicit characterization of a change-point as a solution of a given polynomial equation. A key feature of this polynomial equation is its coefficients being composed by short time window iterated integrals of the noisy signal. The so designed change-point detector shows good robustness to various type of noises.
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inria-00179775 , version 1 (16-10-2007)


  • HAL Id : inria-00179775 , version 1


Mamadou Mboup, Cédric Join, Michel Fliess. A delay estimation approach to change-point detection. 2007. ⟨inria-00179775⟩
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