Sequential segmentation of nonstationary digital signals using spectral analysis

DOI10.1016/0020-0255(83)90009-9zbMath0568.94004MaRDI QIDQ1061090

Albert Benveniste, Michèle Basseville

Publication date: 1983

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(83)90009-9

zbMATH Keywords

algorithms; autoregressive models; sequential detection of abrupt changes in spectral characteristics of digital signals

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62M15: Inference from stochastic processes and spectral analysis

94A12: Signal theory (characterization, reconstruction, filtering, etc.)

Related Items

Group LASSO for Structural Break Time Series, Multiscale spectral analysis for detecting short and long range change points in time series, Time series segmentation: A sliding window approach, Least costly closed-loop performance diagnosis and plant re-identification

Cites Work

• Unnamed Item
• A survey of design methods for failure detection in dynamic systems
• Algorithm for finding the jump times of random-process equation parameters
• Detecting change in a time-series (Corresp.)
• Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
• Sequential detection of abrupt changes in spectral characteristics of digital signals