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Algebraic change-point detection

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SPRINGER
DOI: 10.1007/s00200-010-0119-z

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Change-point detection; Identifiability; Operational calculus; Differential algebra; Noncommutative algebra; Holonomic functions

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Elementary techniques from operational calculus, differential algebra, and noncommutative algebra lead to a new approach for change-point detection, which is an important field of investigation in various areas of applied sciences and engineering. Several successful numerical experiments are presented.

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