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Optimal Segmentation of Signals in a Linear Regression Framework
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1991 (English)Report (Other academic)
Abstract [en]

The problem of estimating the time instants when the dynamical properties of a signal make abrupt changes is studied. This segmentation problem is usually considered as exponential in time. The author presents a specific but natural signal mode-called a changing regression model-and points out a method to compute an optimal estimate of the segmentation problem linearly in time. The linear constant is always less than one and decreases to zero as the measurement noise decreases to zero. The method is thus asymptotically efficient in the measurement noise.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1991.
Series
LiTH-ISY-I, ISSN 8765-4321 ; 1194
Keyword [en]
Optimization, Signal processing
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55426OAI: oai:DiVA.org:liu-55426DiVA: diva2:316177
Available from: 2010-04-30 Created: 2010-04-30 Last updated: 2013-07-28

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Gustafsson, Fredrik

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Automatic ControlThe Institute of Technology
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CiteExportLink to record
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