Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems (Q580296): Difference between revisions

The general theory introduced by the first three authors [IEEE Trans. Autom. Control AC-32, 583-592 (1987)] is used to develop a procedure for detection and diagnosis of changes in the poles of a multivariable linear rational system with possibly time-varying zeros. The procedure, which is based on an instrumental variable test statistics, is used to solve a vibration monitoring problem. This type of problem is described in detail and numerical results obtained from artificially generated as well as real-life data are presented to illustrate the excellent performance that can be achieved.

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reviewed by

Petre Stoica

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zbMATH Keywords

time-dependent

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MaRDI profile type

Publication

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cites work

Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes

0 references

Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)

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Q3748163

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Single sample modal identification of a nonstationary stochastic process

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Analysis of EEG signals with changing spectra using a short-word Kalman estimator

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Tests of Disorder of Regression: Asymptotic Comparison

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Process fault detection based on modeling and estimation methods - a survey

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Process Fault Diagnosis Based on Process Model Knowledge: Part I—Principles for Fault Diagnosis With Parameter Estimation

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Detecting changes in the ar parameters of a nonstationary arma process

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Q3681782

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Cumulative sums for detection of changes in random process characteristics

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Q3335656

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Instrumental variable methods for system identification

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Optimal instrumental variable estimates of the AR parameters of an ARMA process

0 references

A survey of design methods for failure detection in dynamic systems

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Black-box identification of multivariable transfer functions—asymptotic properties and optimal input design

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Identifiers

zbMATH Open document ID

0625.93060

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DOI

10.1016/0005-1098(87)90077-X

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Mathematics Subject Classification ID

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Sitelinks

Mathematics(1 entry)

mardi Publication:580296

@@ Property / author @@
-George V. Moustakides
@@ Property / author: George V. Moustakides / rank @@
-Normal rank
@@ Property / author @@
+George V. Moustakides
@@ Property / author: George V. Moustakides / rank @@
+Normal rank
@@ Property / review text @@
+The general theory introduced by the first three authors [IEEE Trans. Autom. Control AC-32, 583-592 (1987)] is used to develop a procedure for detection and diagnosis of changes in the poles of a multivariable linear rational system with possibly time-varying zeros. The procedure, which is based on an instrumental variable test statistics, is used to solve a vibration monitoring problem. This type of problem is described in detail and numerical results obtained from artificially generated as well as real-life data are presented to illustrate the excellent performance that can be achieved.
+Normal rank
@@ Property / reviewed by @@
+Petre Stoica
@@ Property / reviewed by: Petre Stoica / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E10
@@ Property / Mathematics Subject Classification ID: 93E10 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+C35
@@ Property / Mathematics Subject Classification ID: 93C35 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+H50
@@ Property / Mathematics Subject Classification ID: 74H50 / rank @@
+Normal rank
@@ Property / Mathematics Subject Classification ID @@
+E12
@@ Property / Mathematics Subject Classification ID: 93E12 / rank @@
+Normal rank
@@ Property / zbMATH DE Number @@
+4016735
@@ Property / zbMATH DE Number: 4016735 / rank @@
+Normal rank
@@ Property / zbMATH Keywords @@
+time-dependent
@@ Property / zbMATH Keywords: time-dependent / rank @@
+Normal rank
@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / cites work @@
+Markovian representation of stochastic processes and its application to the analysis of autoregressive moving average processes
+Normal rank
@@ Property / cites work @@
+Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984)
+Normal rank
@@ Property / cites work @@
+Q3748163
@@ Property / cites work: Q3748163 / rank @@
+Normal rank
@@ Property / cites work @@
+Single sample modal identification of a nonstationary stochastic process
+Normal rank
@@ Property / cites work @@
+Analysis of EEG signals with changing spectra using a short-word Kalman estimator
+Normal rank
@@ Property / cites work @@
+Tests of Disorder of Regression: Asymptotic Comparison
+Normal rank
@@ Property / cites work @@
+Process fault detection based on modeling and estimation methods - a survey
+Normal rank
@@ Property / cites work @@
+Process Fault Diagnosis Based on Process Model Knowledge: Part I—Principles for Fault Diagnosis With Parameter Estimation
+Normal rank
@@ Property / cites work @@
+Detecting changes in the ar parameters of a nonstationary arma process
+Normal rank
@@ Property / cites work @@
+Q3681782
@@ Property / cites work: Q3681782 / rank @@
+Normal rank
@@ Property / cites work @@
+Cumulative sums for detection of changes in random process characteristics
+Normal rank
@@ Property / cites work @@
+Q3335656
@@ Property / cites work: Q3335656 / rank @@
+Normal rank
@@ Property / cites work @@
+Instrumental variable methods for system identification
+Normal rank
@@ Property / cites work @@
+Optimal instrumental variable estimates of the AR parameters of an ARMA process
+Normal rank
@@ Property / cites work @@
+A survey of design methods for failure detection in dynamic systems
+Normal rank
@@ Property / cites work @@
+Black-box identification of multivariable transfer functions—asymptotic properties and optimal input design
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:580296