An on-line change-point detection method

Author

Mboup, Mamadou ; Join, Cedric ; Fliess, Michel

Author_Institution

INRIA-ALIEN, Univ. Paris-Descartes, Paris

fYear

2008

fDate

25-27 June 2008

Firstpage

1290

Lastpage

1295

Abstract

We are presenting a change-point detection method based on a direct online estimation of the signalpsilas singularity points. Using a piecewise local polynomial representation of the signal, we cast the problem into a delay estimation. A change-point instant is characterized as a solution of a polynomial equation, the coefficients of which are 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.

Keywords

delay estimation; integral equations; iterative methods; piecewise polynomial techniques; signal processing; delay estimation; direct online estimation; noisy signal; online change-point detection method; piecewise local polynomial representation; short time window iterated integrals; signal singularity points; Automatic control; Automation; Delay estimation; Detectors; Integral equations; Laplace equations; Noise robustness; Polynomials; Statistics; Testing; Change-point; Laplace transform; detection; estimation; iterated integral; piecewise polynomial;

fLanguage

English

Publisher

ieee

Conference_Titel

Control and Automation, 2008 16th Mediterranean Conference on

Conference_Location

Ajaccio

Print_ISBN

978-1-4244-2504-4

Electronic_ISBN

978-1-4244-2505-1

Type

conf

DOI

10.1109/MED.2008.4602159

Filename

4602159