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Conference Papers Year : 2009

Change point detection with application to the identification of a switching process

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.
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Dates and versions

inria-00363679 , version 1 (24-02-2009)

Identifiers

  • HAL Id : inria-00363679 , version 1

Cite

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⟩
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