Estimation of the jump time in a discrete-time change-point problem

Fotopoulos Panagiotis, G; Stoumbos Zachary, G

dc.contributor.author	Fotopoulos Panagiotis, G	en
dc.contributor.author	Stoumbos Zachary, G	en
dc.date.accessioned	2014-03-01T02:41:30Z
dc.date.available	2014-03-01T02:41:30Z
dc.date.issued	1997	en
dc.identifier.issn	01912216	en
dc.identifier.uri	https://dspace.lib.ntua.gr/xmlui/handle/123456789/30499
dc.subject	Change Point	en
dc.subject	Discrete Time	en
dc.subject	Estimation Error	en
dc.subject.other	Estimation	en
dc.subject.other	Mathematical transformations	en
dc.subject.other	Maximum a posteriori (MAP) estimator	en
dc.subject.other	Discrete time control systems	en
dc.title	Estimation of the jump time in a discrete-time change-point problem	en
heal.type	conferenceItem	en
heal.identifier.primary	10.1109/CDC.1997.657790	en
heal.identifier.secondary	http://dx.doi.org/10.1109/CDC.1997.657790	en
heal.publicationDate	1997	en
heal.abstract	A piecewise-constant process containing a single jump is observed under noise. The conditional density of the jump time is calculated via a measure transformation, and its maximum a posteriori (MAP) estimator is derived. Assuming that the observation noise vanishes, an asymptotic result for the distribution of the estimation error is calculated.	en
heal.publisher	IEEE, Piscataway, NJ, United States	en
heal.journalName	Proceedings of the IEEE Conference on Decision and Control	en
dc.identifier.doi	10.1109/CDC.1997.657790	en
dc.identifier.volume	2	en
dc.identifier.spage	1680	en
dc.identifier.epage	1681	en