The marginalized likelihood ratio test for detecting abrupt changes

DOI10.1109/9.481608zbMATH Open0847.93058OpenAlexW2155558253MaRDI QIDQ4875953FDOQ4875953

Authors: Fredrik Gustafsson 

Publication date: 13 June 1996

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

Full work available at URL: https://semanticscholar.org/paper/d5cb220b314d05c66f737222d471707dab0e5c30

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zbMATH Keywords

generalized likelihood ratio testdetectionmarginalization

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10)

Cited In (11)

• A modified Spearman’s rho parameter-free test statistic for early detection of newly emerging phenomena
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• Change-point detection in time-series data by relative density-ratio estimation
• Fault detection of uncertain chemical processes using interval partial least squares-based generalized likelihood ratio test
• Sequential change‐point detection based on direct density‐ratio estimation
• Automated system monitoring and diagnosis via singular value decomposition
• Real-time model-based fault detection and isolation for ugvs
• Slip-based tire-road friction estimation
• Information synthesis of time-geometry QCurve for music retrieval
• Maximum likelihood ratio detection of abrupt state change for MIMO linear systems based on frequency domain data

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