Smoothing Preserving Discontinuity Based on Alternative Models of Parameter Development
نویسنده
چکیده
This paper presents experiments with tracking time{varying parameters of a dynamic system applied to parameter estimation and smoothing of piecewise continuous function. The smoothing algorithm is based on bayesian computation of the probability distribution over the set of alternative hypotheses describing a set of alternative models of expected (possible) parameter development. The sequence of optimal hypotheses can be interpreted as a solution of the continuity fault detection problem. The properties of the algorithm are illustrated on the simulated and real range data.
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تاریخ انتشار 2007