Application of the Kullback-Leibler measure for estimating the instants of a change in the statistical properties of a binary markovian process
The problem of determining the instants of an abrupt change in the statistical characteristics of a discrete-time binary Markovian process is considered. The problem solution method based on the Kullback-Leibler measure applied to estimation of the joint-probability distribution for different signal...
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Veröffentlicht in: | Journal of communications technology & electronics 2007-12, Vol.52 (12), p.1350-1354 |
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Hauptverfasser: | , , , |
Format: | Artikel |
Sprache: | eng |
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Online-Zugang: | Volltext |
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Zusammenfassung: | The problem of determining the instants of an abrupt change in the statistical characteristics of a discrete-time binary Markovian process is considered. The problem solution method based on the Kullback-Leibler measure applied to estimation of the joint-probability distribution for different signal segments is proposed. It is shown that the use of the joint-probability distribution allows construction of a computationally efficient estimation algorithm.[PUBLICATION ABSTRACT] |
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ISSN: | 1064-2269 1555-6557 |
DOI: | 10.1134/S1064226907120078 |