An online kernel change detection algorithm

@article{Desobry2005AnOK,
  title={An online kernel change detection algorithm},
  author={Fr{\'e}d{\'e}ric Desobry and Manuel Davy and Christian Doncarli},
  journal={IEEE Transactions on Signal Processing},
  year={2005},
  volume={53},
  pages={2961-2974}
}
A number of abrupt change detection methods have been proposed in the past, among which are efficient model-based techniques such as the Generalized Likelihood Ratio (GLR) test. We consider the case where no accurate nor tractable model can be found, using a model-free approach, called Kernel change detection (KCD). KCD compares two sets of descriptors extracted online from the signal at each time instant: The immediate past set and the immediate future set. Based on the soft margin single… CONTINUE READING
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