Analysis of multiple model method for change detection of AR processes

DOI10.1016/0898-1221(90)90090-7zbMATH Open0697.60043OpenAlexW2086484012WikidataQ57736037 ScholiaQ57736037MaRDI QIDQ911149FDOQ911149

Authors: Gyula Pap, J. Bokor, Peter Gaspar 

Publication date: 1990

Published in: Computers & Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(90)90090-7

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zbMATH Keywords

autoregressive processesconvergence properties of a posteriori probabilitiesmartingale convergence theorems

Mathematics Subject Classification ID

Linear inference, regression (62J99) Central limit and other weak theorems (60F05) Martingales with discrete parameter (60G42) General second-order stochastic processes (60G12)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• A survey of design methods for failure detection in dynamic systems
• Joint detection, estimation and system identification

Cited In (2)

• Some properties of the Hellinger transform and its application in classification problems
• 一种基于D-S 和ARIMA 的多模型软测量方法

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