scientific article; zbMATH DE number 3873200

zbMATH Open0547.93060MaRDI QIDQ3340741FDOQ3340741

Authors: D. Canon, Christian Doncarli 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

extended Kalman filtersequential algorithmchanges in autoregressive moving average models

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Filtering in stochastic control theory (93E11) Sequential estimation (62L12) Estimation and detection in stochastic control theory (93E10)

Cited In (9)

• Tracking algorithm designed by the local asymptotic approach
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• Analysis of a low-complexity change detection scheme
• Performance limits of the innovations-based detection algorithm
• Title not available (Why is that?)
• A new sequential test for detection of a point of change in ARMA parameters
• Optimum robust detection of changes in the AR part of a multivariable ARMA process
• Autoregressive and adaptive estimation with an application to hurricane track prediction
• Erkennung von Betriebszuständen einer Anlage mit Hilfe eines statistischen Testverfahrens / Detection of different operating conditions by a statistical test

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