Change detection using an iterative algorithm with guarantees

DOI10.1016/j.automatica.2021.110075zbMath1481.94060OpenAlexW4200281523MaRDI QIDQ2063840

James Melbourne, Sivaraman Rajaganapathy, Murti V. Salapaka

Publication date: 3 January 2022

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2021.110075

zbMATH Keywords

iterative improvementspiece-wise constant signalsstep detection algorithm

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

Uses Software

• wbs
• unbalhaar

Cites Work

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• Nonlinear total variation based noise removal algorithms
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• On problems in which a change in a parameter occurs at an unknown point
• Unbalanced Haar Technique for Nonparametric Function Estimation
• Testing and estimating change-points in time series
• Analysis of multiscale products for step detection and estimation
• Optimal Detection of Changepoints With a Linear Computational Cost
• Circular binary segmentation for the analysis of array-based DNA copy number data

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