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Avtomatika i Telemekhanika, 1983, Issue 8, Pages 84–95 (Mi at5194)  

This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Optimal segmentation of experimental curves

V. V. Mottl', I. B. Muchnik, V. G. Yakovlev

Tula, Moscow
Abstract: A mathematical model is suggested of structural noise-like experimental curves in the form of a stochastic difference autoregression equation with a stepwise parameter vector. At each time parameter vector takes on one value from a finite set the succession of which is controlled by a Markov chain. The optimal curve segmentation problem is stated as that of designing a decision rule which minimizes the mean risk of noncoincidence of the actual and restored positions of switching times. Algorithms of optimal segmentation are developed for two different loss functions.

Received: 12.01.1982
Document Type: Article
UDC: 62.012.122
Language: Russian
Citation: V. V. Mottl', I. B. Muchnik, V. G. Yakovlev, “Optimal segmentation of experimental curves”, Avtomat. i Telemekh., 1983, no. 8, 84–95
Citation in format AMSBIB
\Bibitem{MotMucYak83}
\by V.~V.~Mottl', I.~B.~Muchnik, V.~G.~Yakovlev
\paper Optimal segmentation of experimental curves
\jour Avtomat. i Telemekh.
\yr 1983
\issue 8
\pages 84--95
\mathnet{http://mi.mathnet.ru/at5194}
Linking options:
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  • https://www.mathnet.ru/eng/at/y1983/i8/p84
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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