A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods

DOI10.1137/S0363012900375950zbMath1060.60041OpenAlexW2087286670WikidataQ115246811 ScholiaQ115246811MaRDI QIDQ4442992

J. M. C. Clark, Michel H. Vellekoop

Publication date: 8 January 2004

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012900375950

zbMATH Keywords

nonlinear filteringdifferential geometrychange detectionstatistical manifolds

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35)

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