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
Hauptverfasser: Kon'kov, E A, Morozov, O A, Soldatov, E A, Fidel'man, V R
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container_end_page 1354
container_issue 12
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container_title Journal of communications technology & electronics
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creator Kon'kov, E A
Morozov, O A
Soldatov, E A
Fidel'man, V R
description 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]
doi_str_mv 10.1134/S1064226907120078
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source SpringerLink Journals - AutoHoldings
subjects Algorithms
Computational efficiency
Construction
Electronics
Estimating
Mathematical models
Probability distribution
Segments
Studies
title Application of the Kullback-Leibler measure for estimating the instants of a change in the statistical properties of a binary markovian process
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