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Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State-Space Systems.
Ghislain Verdier
Nadine Hilgert
Jean-Pierre Vila
Published in:
IEEE Trans. Inf. Theory (2008)
Keyphrases
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state space
linear systems
change point detection
spatio temporal
non stationary
data mining
machine learning
optimal solution
outlier detection
dynamical systems