Optimum robust detection of changes in the AR part of a multivariable ARMA process

DOI10.1109/TAC.1987.1104500zbMath0628.93064MaRDI QIDQ3765677

Anne Rougée, Michèle Basseville, George V. Moustakides, Albert Benveniste

Publication date: 1987

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

zbMATH Keywords

optimum designvibration monitoringdetection and diagnosisI.V. identificationinstruments-based test statisticsmultivariable ARMA process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Parametric hypothesis testing (62F03) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

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