A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods

M. H. Vellekoop, J. M. C. Clark. A Nonlinear Filtering Approach to Changepoint Detection Problems: Direct and Differential-Geometric Methods. SIAM J. Control and Optimization, 42(2):469-494, 2003. [doi]

Abstract

Abstract is missing.