A nonlinear filtering approach to changepoint detection problems: Direct and differential-geometric methods

SIAM Journal on Control and Optimization

Volumn 42, Issue 2, 2003, Pages 469-494

  Vellekoop, M H ^a   Clark, J M C ^b  

^a UNIVERSITY OF TWENTE   (Netherlands)

^b IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Change detection; Differential geometry; Nonlinear filtering

Indexed keywords

CHANGE DETECTION; DIFFERENTIAL GEOMETRY;

ASYMPTOTIC STABILITY; BENCHMARKING; BOUNDARY VALUE PROBLEMS; COMPUTER SIMULATION; DIFFERENTIAL EQUATIONS; MATHEMATICAL MODELS; STATISTICAL METHODS;

NONLINEAR FILTERING;

EID: 1942478267     PISSN: 03630129     EISSN: None     Source Type: Journal    
DOI: 10.1137/S0363012900375950     Document Type: Article

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