Optimum robust detection of changes in the AR part of a multivariable ARMA process
DOI10.1109/TAC.1987.1104500zbMATH Open0628.93064MaRDI QIDQ3765677FDOQ3765677
Authors: Anne Rougée, Michèle Basseville, Albert Benveniste, George V. Moustakides 
Publication date: 1987
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
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optimum designvibration monitoringdetection and diagnosisI.V. identificationinstruments-based test statisticsmultivariable ARMA process
Parametric hypothesis testing (62F03) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multivariable systems, multidimensional control systems (93C35) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12)
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- Detecting structural changes with ARMA processes
- Subspace-based algorithms for structural identification, damage detection, and sensor data fusion
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- Early warning of slight changes in systems
- Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems
- Optimal statistical fault detection with nuisance parameters
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- Optimal input design for the detection of changes towards unknown hypotheses
- Detecting changes in signals and systems - a survey
- Analysis of multiple model method for change detection of AR processes
- Enhancement of robustness in observer-based fault detection†
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