Efficient recursive algorithms for detection of abrupt changes in signals and control systems

DOI10.1109/9.763211zbMath0956.93060OpenAlexW2136450464MaRDI QIDQ4506775

Publication date: 17 October 2000

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

Full work available at URL: https://doi.org/10.1109/9.763211

zbMATH Keywords

system identification Kullback-Leibler information adaptive algorithms false alarm rate generalized likelihood ratio window size sampling techniques online detection of faults

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Estimation and detection in stochastic control theory (93E10) Reliability and life testing (62N05)

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