On-line change-point detection (for state space models) using multi-process Kalman filters
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Publication:1124774
DOI10.1016/S0024-3795(98)10132-5zbMath0959.93054WikidataQ126657447 ScholiaQ126657447MaRDI QIDQ1124774
Publication date: 28 November 1999
Published in: Linear Algebra and its Applications (Search for Journal in Brave)
change-pointbiomedical signalsnoisy time seriesstability of the algorithmembedded outliersmulti-process Kalman filters
Estimation and detection in stochastic control theory (93E10) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
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