Algebraic change-point detection

Michel Fliess, Cédric Join () and Mamadou Mboup ()
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Michel Fliess: LIX - Laboratoire d'informatique de l'École polytechnique [Palaiseau] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique, ALIEN - Algebra for Digital Identification and Estimation - Centre Inria de l'Université de Lille - Inria - Institut National de Recherche en Informatique et en Automatique - Centre Inria de Saclay - Inria - Institut National de Recherche en Informatique et en Automatique - Centrale Lille - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique
Cédric Join: ALIEN - Algebra for Digital Identification and Estimation - Centre Inria de l'Université de Lille - Inria - Institut National de Recherche en Informatique et en Automatique - Centre Inria de Saclay - Inria - Institut National de Recherche en Informatique et en Automatique - Centrale Lille - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique, CRAN - Centre de Recherche en Automatique de Nancy - UHP - Université Henri Poincaré - Nancy 1 - INPL - Institut National Polytechnique de Lorraine - CNRS - Centre National de la Recherche Scientifique
Mamadou Mboup: ALIEN - Algebra for Digital Identification and Estimation - Centre Inria de l'Université de Lille - Inria - Institut National de Recherche en Informatique et en Automatique - Centre Inria de Saclay - Inria - Institut National de Recherche en Informatique et en Automatique - Centrale Lille - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique, CRESTIC - Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804 - URCA - Université de Reims Champagne-Ardenne

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Abstract: Elementary techniques from operational calculus, differential algebra, and noncommutative algebra lead to a new approach for change-point detection, which is an important field of investigation in various areas of applied sciences and engineering. Several successful numerical experiments are presented.

Keywords: Change-point detection; identifiability; operational calculus; differential algebra; noncommutative algebra; holonomic functions (search for similar items in EconPapers)
Date: 2010
Note: View the original document on HAL open archive server: https://inria.hal.science/inria-00439226v1
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Citations: View citations in EconPapers (7)

Published in Applicable Algebra in Engineering, Communication and Computing, 2010, 21 (2), pp.131-143. ⟨10.1007/s00200-010-0119-z⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:inria-00439226

DOI: 10.1007/s00200-010-0119-z

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