Adaptive lọc và phát hiện thay đổi P4
This chapter surveys off-line formulations of single and multiple change point
estimation . Although the problem formulation yields algorithms that process
data batch.wise, many important algorithms have natural on-line implementations
and recursive approximations . This chapter is basically a projection of
the more general results in Chapter 7 to the case of signal estimation . There
are, however. some dedicated algorithms for estimating one change point offline
that apply to the current case of a scalar signal model . In the literature
of mathematical statistics. this area is known as change point estimation ....