Two algorithms to segment white Gaussian data with piecewise constant variances

IEEE Transactions on Signal Processing

Volumn 51, Issue 2, 2003, Pages 373-385

  Wang, Zhen ^a   Willett, Peter ^b  

^a UNIVERSITY OF MARYLAND   (United States)

^b UNIVERSITY OF CONNECTICUT   (United States)

Author keywords

Dynamic programming; MDL; Segmentation; Transient detection

Indexed keywords

ALGORITHMS; COMPUTATIONAL METHODS; COMPUTER SIMULATION; DYNAMIC PROGRAMMING; GAUSSIAN NOISE (ELECTRONIC); MAXIMUM LIKELIHOOD ESTIMATION; MONTE CARLO METHODS; TIME SERIES ANALYSIS; WHITE NOISE;

GENERALIZED LIKELIHOOD RATIO (GLR);

SIGNAL DETECTION;

EID: 0037306059     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/TSP.2002.806979     Document Type: Article

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