Title :
An on-line change-point detection method
Author :
Mboup, Mamadou ; Join, Cedric ; Fliess, Michel
Author_Institution :
INRIA-ALIEN, Univ. Paris-Descartes, Paris
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;
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
DOI :
10.1109/MED.2008.4602159
