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

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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


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