Introduction

On-line detection of changes in the parameter vector of dynamical models of scalar signals.

Examples

• Edge detection in images: [ASSP81a].

• Geophysical signal processing: [ASSP83].

• Segmentation of a noisy speech signal, with or without pre-filtering: pdf (104k) or ps.gz (96k).

• Segmentation of a noisy speech signal, with AR order 16, or AR order 2: pdf (106k) or ps.gz (96k).

• Other change detection examples: industrial process monitoring.

On-line segmentation algorithms

• Piecewise constant first order properties (mean value): [ASSP81b] [ASSP83].

• Piecewise constant second order properties (covariance matrix, spectrum): [IT83] [IT86] [JASP07].

A few related links

• Régine André-Obrecht,

• Fredrik Gustafsson,

• Igor Nikiforov.