Optimal input design for the detection of changes towards unknown hypotheses

DOI10.1080/00207720410001734219MaRDI QIDQ4828431zbMATH OpenOpenAlexFDO

Authors Feza Kerestecioğlu, İ. Çetin

Publication date 19 November 2004

Published in International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207720410001734219

zbMATH Keywords

change detectionsystem identificationestimation and detectioncumulative suminput determinationasymptotically optimal inputsARMAX processesstatistical decision method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Sequential statistical analysis (62L10) Detection theory in information and communication theory (94A13) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)

Recommendations

• Input design for detection of abrupt changes in dynamical systems
• scientific article; zbMATH DE number 841938
• Change detection for uncertain autoregressive dynamic models through nonparametric estimation
• Optimum robust detection of changes in the AR part of a multivariable ARMA process
• Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems

Cites work

• scientific article; zbMATH DE number 1266748 (Why is no real title available?)
• Asymptotic methods in statistical decision theory
• Information bounds and quick detection of parameter changes in stochastic systems
• Input design for detection of abrupt changes in dynamical systems
• Procedures for Reacting to a Change in Distribution

Cited in

(4)

• Active Fault Diagnosis Based on Stochastic Tests
• Input design for detection of abrupt changes in dynamical systems
• Closed-loop input design for guaranteed fault diagnosis using set-valued observers
• scientific article; zbMATH DE number 841938 (Why is no real title available?)

This page was built for publication: Optimal input design for the detection of changes towards unknown hypotheses

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4828431)