Process failure detection in the case of Markov noise

MaRDI QIDQ1103310zbMATH OpenFDO

Authors A. E. Kraskovskij, E. I. Teterina

Publication date 1987

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

a posteriori probability densityalgorithm of failure detection of normal random processeslikelihood ratioMarkov noisemethod of cumulative sumsnonlinear filteringnormal process

Mathematics Subject Classification ID

Markov processes: hypothesis testing (62M02) Inference from stochastic processes and prediction (62M20)

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