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

DOI10.1109/TAC.1976.1101146zbMath0316.93038MaRDI QIDQ4077845

Harold L. Jones, Alan S. Willsky

Publication date: 1976

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

Mathematics Subject Classification ID

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

Related Items

Likelihood Ratio Identities and Their Applications to Sequential Analysis, Sequential Change-Point Detection in State-Space Models, Unbiased minimum-variance linear state estimation, Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes, Observer based fault detection for two dimensional systems described by Roesser models, Slip-based tire-road friction estimation, Detecting changes in signals and systems - a survey, The design of Bayesian generalized likelihood ratio control chart for monitoring the normal process mean, Robust fault diagnosis with a two-stage Kalman estimator, On the strategy of supply chain collaboration based on dynamic inventory target level management: a theory of constraint perspective, Combining Bayesian method and Kalman smoother for detection additive outlier patches in autoregressive time series, Distributionally robust fault detection design and assessment for dynamical systems, Asymptotically optimal quickest change detection in multistream data -- Part 1: General stochastic models, Analytical and qualitative model-based fault diagnosis --- a survey and some new results, A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems, Fault detection and isolation for a class of uncertain nonlinear systems: a dual-monitoring model-based approach, Detecting an intermittent change of unknown duration, Stochastic stability analysis for continuous-time fault tolerant control systems, Smoothed state estimates under abrupt changes using sum-of-norms regularization, A switched IMM-extended Viterbi estimator-based algorithm for maneuvering target tracking, A Bayesian solution to the multiple composite hypothesis testing for fault diagnosis in dynamic systems, A change point method for Phase II monitoring of generalized linear profiles, Unnamed Item, Online learning neural architectures and cross-correlation analysis for actuator failure detection and identification, Decomposition of human motion into dynamics-based primitives with application to drawing tasks., Statistical detection and isolation of additive faults in linear time-varying systems, A frequency domain approach for fault detection, Robust fault detection observer design for linear uncertain systems, Fault detection and isolation in non-linear stochastic systems—A combined adaptive Monte Carlo filtering and likelihood ratio approach, Detection delays, false alarm rates and the reconfiguration of control systems, A fault detection filter including an adaptive noise cancellation strategy, Count data regression charts for the monitoring of surveillance time series, Discussion on “Change-Points: From Sequential Detection to Biology and Back” by David Siegmund, Investigation of the detection and estimation of cracks in concrete bridges, A statistical-based approach for fault detection in a three tank system, Asymptotically Optimal Methods of Early Change-Point Detection, A new adaptive Kalman estimator for detection and isolation of multiple faults integrated in a fault tolerant control, Algorithms for the incorporation of predictive information in surveillance theory†, A survey of design methods for failure detection in dynamic systems, Sensor fault detection and isolation for wind turbines based on subspace identification and Kalman filter techniques, Fault detection with network communication, Simultaneous fault diagnosis for robot manipulators with actuator and sensor faults, Fault detection in linear discrete dynamic systems by a reduced order generalized-likelihood-ratio method, A sequential method for spline approximation with variable knots†, A controlled linearized Kalman filter for economic forecasting and adaptive modelling, Robust estimation and compensation for actuator and sensor failures in linear systems, Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev, Comparisons of control schemes for monitoring the means of processes subject to drifts, Restricted diagonal detection filter and updating strategy for multiple fault detection and isolation, LMI solutions to the mixed ℋ︁−/ℋ︁∞ fault detection observer design for linear parameter-varying systems, A probabilistic method for certification of analytically redundant systems, A window-limited generalized likelihood ratio test for monitoring Poisson processes with linear drifts, Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems, Adaptive CUSUM procedures with Markovian mean estimation, A sequential failure detection approach and the identification of failure parameters, A method of predicting failure or life for stochastic systems by using autoregressive models, A GLR Control Chart for Monitoring the Process Mean with Sequential Sampling, Maximum likelihood ratio detection of abrupt state change for MIMO linear systems based on frequency domain data, A mixed active and passive GLR test for a fault tolerant control system, Change detection based on initial state estimation, Residual generation for fault detection and isolation in a class of uncertain nonlinear systems, H_∞ fault detection for 2-D T–S discrete stochastic fuzzy systems