Simultaneous Segmentation and Modelling of Signals Based on an Equipartition Principle

We propose a general framework for simultaneous segmentation and modelling of signals based on an Equipartition Principle (EP). According to EP, the signal is divided into segments with equal reconstruction errors by selecting the most suitable model to describe each segment. In addition, taking into account change detection on signal model an efficient signal reconstruction is also obtained. The model selection concerns both the kind and the order of the model. The proposed methodology is very flexible on different error criteria and signal features.