A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems

DOI10.1109/TAC.1976.1101146zbMATH Open0316.93038MaRDI QIDQ4077845FDOQ4077845

Authors: Alan S. Willsky, Harold L. Jones

Publication date: 1976

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Signal detection and filtering (aspects of stochastic processes) (60G35) Linear systems in control theory (93C05) Estimation and detection in stochastic control theory (93E10)

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