Analysis of multiple model method for change detection of AR processes

DOI10.1016/0898-1221(90)90090-7MaRDI QIDQ911149zbMATH OpenOpenAlexWikidataFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3553601 (Why is no real title available?)
• scientific article; zbMATH DE number 3085434 (Why is no real title available?)
• 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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