Non-stationary time-series segmentation based on the Schur prediction error analysis

IEEE Workshop on Statistical Signal Processing Proceedings

Volumn 2005, Issue , 2005, Pages 251-255

  Lopatka, Maciej ^a,b,c   Laplanche, Christophe ^b   Adam, Olivier ^b   Motsch, Jean François ^b   Zarzycki, Jan ^c  

^a IEEE   (France)

^b UNIVERSITÉ PARIS EST CRÉTEIL   (France)

^c WROCLAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Detection; Non stationary stochastic sequences; Optimal adaptive Schur parameterisation; Segmentation

Indexed keywords

ERROR ANALYSIS; MAXIMUM LIKELIHOOD ESTIMATION; PARAMETER ESTIMATION; RANDOM PROCESSES; SIGNAL PROCESSING; TIME SERIES ANALYSIS;

NON-STATIONARY STOCHASTIC SEQUENCES; OPTIMAL ADAPTIVE SCHUR PARAMETERISATION; SCHUR FILTER;

IMAGE SEGMENTATION;

EID: 33947137248     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ssp.2005.1628601     Document Type: Conference Paper

References (9)

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