Algebraic change-point detection

Michel Fliess 1, 2, * Cédric Join 2, 3 Mamadou Mboup 2, 4
* Corresponding author
2 ALIEN - Algebra for Digital Identification and Estimation
Inria Lille - Nord Europe, Inria Saclay - Ile de France, Ecole Centrale de Lille, Polytechnique - X, CNRS - Centre National de la Recherche Scientifique : UMR8146
4 CRESTIC Images - CRESTIC Images - EA 3804
CRESTIC - Centre de Recherche en Sciences et Technologies de l'Information et de la Communication - EA 3804
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.
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Michel Fliess, Cédric Join, Mamadou Mboup. Algebraic change-point detection. Applicable Algebra in Engineering, Communication and Computing, Springer Verlag, 2010, 21 (2), pp.131-143. 〈10.1007/s00200-010-0119-z〉. 〈inria-00439226〉

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