Piecewise-polynomial signal segmentation using convex optimization
A method is presented for segmenting one-dimensional signal whose independent segments are modeled as polynomials, and which is corrupted by additive noise. The method is based on sparse modeling, the main part is formulated as a convex optimization problem and is solved by a proximal splitting algorithm. We perform experiments on simulated and real data and show that the method is capable of reliably finding breakpoints in the signal, but requires careful tuning of the regularization parameters...