Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems
DOI10.1109/TIT.2008.929964zbMATH Open1247.94011OpenAlexW2097488792MaRDI QIDQ3604932FDOQ3604932
Authors: Ghislain Verdier, Nadine Hilgert, Jean-Pierre Vila 
Publication date: 24 February 2009
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tit.2008.929964
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- Enhanced consistency of the resampled convolution particle filter
- Sequential detection of transient changes in stochastic-dynamical systems
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- Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
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- Change detection for uncertain autoregressive dynamic models through nonparametric estimation
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