Pages that link to "Item:Q1066855"
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The following pages link to Detection of abrupt changes in signals and dynamical systems. (Proceedings of a Conference on Detection of Abrupt Changes in Signals and Dynamical Systems, Paris, March 21-22, 1984) (Q1066855):
Displayed 17 items.
- Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems (Q580296) (← links)
- Robustness of adaptive controllers - a survey (Q584142) (← links)
- Adaptation and tracking in system identification - a survey (Q751601) (← links)
- On covariance function tests used in system identification (Q751604) (← links)
- Detecting changes in signals and systems - a survey (Q1108252) (← links)
- The likelihood ratio test for the change point problem for exponentially distributed random variables (Q1119304) (← links)
- Weak convergence of weighted empirical type processes under contiguous and changepoint alternatives (Q1327553) (← links)
- Time series segmentation: A sliding window approach (Q1357087) (← links)
- A new approach to speech segmentation based on the maximum likelihood (Q1902512) (← links)
- Adaptive stepsize selection for tracking in a regime-switching environment (Q2470042) (← links)
- Non-parametric testing for the number of change points in a sequence of independent random variables (Q3135456) (← links)
- A stochastic embedding approach for quantifying uncertainty in the estimation of restricted complexity models (Q3360762) (← links)
- Input design for detection of abrupt changes in dynamical systems (Q4296441) (← links)
- RECURSIVE ESTIMATION IN SWITCHING AUTOREGRESSIONS WITH A MARKOV REGIME (Q4319845) (← links)
- State estimation schemes for fault detection and diagnosis in dynamic systems (Q4693336) (← links)
- (Q5288317) (← links)
- (Q5687694) (← links)