Maximum likelihood ratio detection of abrupt state change for MIMO linear systems based on frequency domain data

DOI10.1002/rnc.2802zbMath1270.93108OpenAlexW2103654816MaRDI QIDQ2847248

Bo Liu, Yuanqing Xia

Publication date: 4 September 2013

Published in: International Journal of Robust and Nonlinear Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/rnc.2802

zbMATH Keywords

hypothesis testmaximum likelihood ratiodiscrete-time Fourier transformabrupt change detectionfrequency domain signal

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items (1)

Informative conditions for the data set in an MIMO networked control system with delays, packet dropout and transmission scheduling

Cites Work

• On the equivalence of time and frequency domain maximum likelihood estimation
• Representation of real discrete Fourier transform in terms of a new set of functions based upon Möbius inversion
• Parity space-based fault detection for Markovian jump systems
• Descriptor discrete-time systems with random abrupt changes: stability and stabilisation
• A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
• Quickest detection of an abrupt change in a random sequence with finite change-time

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