Segmentation of structural curves based on the dynamic programming method

The paper is concerned with a random process with parameters that take on a finite set of values and vary jerkwise dynamic programming. An algorithm is offered for restoring the sequence of times when the parameters change their values on a realization of a fixed length. In the case of two parameter values the algorithm can be employed on an infinite realization in real time, and is equivalent to repeated application of the well-known Page procedure for detecting the fault time of a random process.