The following pages link to (Q3121550):
Displayed 50 items.
- On nonlinear systems diagnosis using differential and algebraic methods (Q2271496) (← links)
- Probability density function of the local score position (Q2274252) (← links)
- Asymptotic behavior of a fault diagnosis performance measure for linear systems (Q2280756) (← links)
- On the informativeness of measurements in Shiryaev's Bayesian quickest change detection (Q2288633) (← links)
- Estimation of the stepwise random disturbance parameters with the unknown moment of appearance (Q2300956) (← links)
- Resilient synchronization of distributed multi-agent systems under attacks (Q2307557) (← links)
- Mode separability-based state estimation for uncertain constrained dynamic systems (Q2307592) (← links)
- High-dimensional change-point detection under sparse alternatives (Q2313279) (← links)
- A multiple hypothesis testing approach to detection changes in distribution (Q2322948) (← links)
- Change-point problems: bibliography and review (Q2324132) (← links)
- Greedy Gaussian segmentation of multivariate time series (Q2324258) (← links)
- Surveillance of non-stationary processes (Q2324325) (← links)
- High-dimensional change-point estimation: combining filtering with convex optimization (Q2397167) (← links)
- Nonparametric tests and nested sequential sampling plans for change-point detection (Q2400053) (← links)
- An analytic expression for the distribution of the generalized Shiryaev-Roberts diffusion. The Fourier spectral expansion approach (Q2404186) (← links)
- New procedure for change detection operating on Rényi entropy with application in seismic signals processing (Q2405850) (← links)
- The shark fin function: asymptotic behavior of the filtered derivative for point processes in case of change points (Q2412766) (← links)
- Stochastic discretized learning-based weak estimation: a novel estimation method for non-stationary environments (Q2417825) (← links)
- Change-point detection for continuous processes with high-frequency sampling (Q2427235) (← links)
- Convergence in distribution of multiple change point estimators (Q2431565) (← links)
- Using invariants to change detection in dynamical system with chaos (Q2472651) (← links)
- A dynamic programming segmentation procedure for hydrological and environmental time series (Q2505921) (← links)
- Change-point detection in time-series data by relative density-ratio estimation (Q2510812) (← links)
- Security and trust for wireless autonomic networks. Systems and control methods (Q2512096) (← links)
- On fault detectability and isolability (Q2512191) (← links)
- Discussion on: ``On fault detectability and isolability'' (Q2512192) (← links)
- Detecting concept change in dynamic data streams (Q2514756) (← links)
- Parameter fault detection and estimation of a class of nonlinear systems using observers (Q2571786) (← links)
- Subspace-based fault detection robust to changes in the noise covariances (Q2628485) (← links)
- Monitoring procedure for parameter change in causal time series (Q2637611) (← links)
- Distributionally robust fault detection design and assessment for dynamical systems (Q2663934) (← links)
- A note on microlocal kernel design for some slow-fast stochastic differential equations with critical transitions and application to EEG signals (Q2700697) (← links)
- Bounding the Risk Probability (Q3305442) (← links)
- Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change (Q3390464) (← links)
- A new multivariate CUSUM chart using principal components with a revision of Crosier's chart (Q4563424) (← links)
- Comparative performance analysis of the Cumulative Sum chart and the Shiryaev‐Roberts procedure for detecting changes in autocorrelated data (Q4627114) (← links)
- Kullback-Leibler Approach to CUSUM Quickest Detection Rule for Markovian Time Series (Q4632466) (← links)
- Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks (Q4632468) (← links)
- Updating Wilkie’s Economic Scenario Generator for U.S. Applications (Q4634004) (← links)
- On multiple change-point estimation for Poisson process (Q4639111) (← links)
- Sensor selection for fault diagnosis in uncertain systems (Q4960193) (← links)
- Sequential change-point detection in high-dimensional Gaussian graphical models (Q4969142) (← links)
- Sparse partial least squares regression for on‐line variable selection with multivariate data streams (Q4969714) (← links)
- A scalable gaussian process analysis algorithm for biomass monitoring (Q4969794) (← links)
- Sequential change‐point detection based on direct density‐ratio estimation (Q4969829) (← links)
- Fast and accurate detection of changes in data streams (Q4969931) (← links)
- Neural networks and statistical decision making for fault diagnosis of PM linear synchronous machines (Q5026823) (← links)
- Zonotopic fault detection observer design for Takagi–Sugeno fuzzy systems (Q5027881) (← links)
- (Q5069556) (← links)
- An empirical likelihood-based CUSUM for on-line model change detection (Q5077393) (← links)