A hidden Markov filtering approach to multiple change-point models

Tze Leung Lai, Haipeng Xing. A hidden Markov filtering approach to multiple change-point models. In Proceedings of the 47th IEEE Conference on Decision and Control, CDC 2008, December 9-11, 2008, CancĂșn, MĂ©xico. pages 1914-1919, IEEE, 2008. [doi]

Abstract

Abstract is missing.