Sequential segmentation of nonstationary digital signals using spectral analysis

DOI10.1016/0020-0255(83)90009-9zbMath0568.94004OpenAlexW2054047844MaRDI QIDQ1061090

Albert Benveniste, Michèle Basseville

Publication date: 1983

Published in: Information Sciences (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0020-0255(83)90009-9

zbMATH Keywords

algorithmsautoregressive modelssequential detection of abrupt changes in spectral characteristics of digital signals

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items (4)

Time series segmentation: A sliding window approach ⋮ Least costly closed-loop performance diagnosis and plant re-identification ⋮ Group LASSO for Structural Break Time Series ⋮ Multiscale spectral analysis for detecting short and long range change points in time series

Cites Work

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• Algorithm for finding the jump times of random-process equation parameters
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• Sequential Procedures for Detecting Parameter Changes in a Time-Series Model
• Sequential detection of abrupt changes in spectral characteristics of digital signals

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