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
AutomatiqueOrigine | Fichiers produits par l'(les) auteur(s) |
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