Optimal input design for the detection of changes towards unknown hypotheses (Q4828431)

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scientific article; zbMATH DE number 2117079
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Optimal input design for the detection of changes towards unknown hypotheses
scientific article; zbMATH DE number 2117079

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    Optimal input design for the detection of changes towards unknown hypotheses (English)
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    19 November 2004
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    estimation and detection
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    system identification
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    input determination
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    change detection
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    ARMAX processes
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    statistical decision method
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    cumulative sum
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    asymptotically optimal inputs
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