A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods (Q5470845)

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scientific article; zbMATH DE number 5029702
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A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods
scientific article; zbMATH DE number 5029702

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    A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods (English)
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    1 June 2006
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    change detection
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    nonlinear filtering
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    differential geometry
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    Kalman filter
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