Signal segmentation using maximum a posteriori probability estimator

The objective of the paper is to present a segmentation method, using maximum a posteriori probability (MAP) estimator, with application in decision making, based on change detection and diagnosis. Some experimental results obtained by Monte-Carlo simulations for signal segmentation using different signal models, including models with changes in the mean, in FIR, AR and ARX model parameters, that make the object of investigation in other papers, are presented to prove the effectiveness of the approach.