Journal ArticleDOI
Desgin and comparative study of some sequential jump detection algorithms for digital signals
M. Basseville,A. Benveniste +1 more
TLDR
The purpose of this paper is to analyze the behavior of several jump detection algorithms when applied to the same real data (geophysical signals) and to compare these algorithms from different points of view: complexity, efficiency, robustness, and ability to characterize the detected jumps.Abstract:
The purpose of this paper is to analyze the behavior of several jump detection algorithms when applied to the same real data (geophysical signals) and to compare these algorithms from different points of view: complexity, efficiency, robustness, and ability to characterize the detected jumps. Three types of algorithms are investigated: "filtered derivatives" detectors, cumulative sum (cusum) tests, and Willsky's generalized likelihood ratio (GLR) algorithm. A modified version of this last test is elaborated, and a new detector, mixing GLR and cusum tests, is presented.read more
Citations
More filters
Journal ArticleDOI
Sequential changepoint detection in quality control and dynamical systems
TL;DR: A unified theory of sequential changepoint detection is introduced which leads to a class of sequential detection rules which are not too demanding in computational and memory requirements for on-line implementation and yet are nearly optimal under several performance criteria.
Journal ArticleDOI
Detection, estimation, and accommodation of loss of control effectiveness
TL;DR: In this paper, an adaptive Kalman filtering algorithm is developed for use to estimate the reduction of control effectiveness in a closed-loop setting, which is used to quantify faults entering control systems through actuators.
Journal ArticleDOI
Bayesian curve fitting using MCMC with applications to signal segmentation
TL;DR: Some Bayesian methods to address the problem of fitting a signal modeled by a sequence of piecewise constant linear regression models, for example, autoregressive or Volterra models are proposed.
A Survey of Maneuvering Target Tracking—Part IV: Decision-Based Methods
Xiao Rong Li,Vesselin P. Jilkov +1 more
TL;DR: In this article, the authors provide a comprehensive survey of techniques for tracking maneuvering targets without addressing the measurement-origin uncertainty, including equivalent noise, input detection and estimation, and switching model.
Book ChapterDOI
Detection of abrupt changes in dynamic systems
TL;DR: This presentation focuses on two classes of methods — multiple filter-based techniques and residual-based methods — and in far more detail on the multiple model and generalized likelihood ratio methods.
References
More filters
Journal ArticleDOI
Paper: A survey of design methods for failure detection in dynamic systems
TL;DR: This paper surveys a number of methods for the detection of abrupt changes in stochastic dynamical systems, focusing on the class of linear systems, but the basic concepts carry over to other classes of systems.
A survey of design methods for failure detection in dynamic systems
TL;DR: A number of methods for detecting abrupt changes (such as failures) in stochastic dynamical systems are surveyed in this paper, where tradeoffs in complexity versus performance are discussed, ranging from the design of specific failure-sensitive filters, to the use of statistical tests on filter innovations, and the development of jump process formulations.
Journal ArticleDOI
A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
Alan S. Willsky,Harold L. Jones +1 more
TL;DR: In this article, the authors consider a class of stochastic linear systems that are subject to jumps of unknown magnitudes in the state variables occurring at unknown times and devise an adaptive filtering system for the detection and estimation of the jumps.
Journal ArticleDOI
Inference about the change-point from cumulative sum tests
TL;DR: In this paper, the authors examined a secondary aspect, where the departure from initial conditions has taken place in a sequence of normal random variables, where initially the mean and the variance o2 were known.
Related Papers (5)
A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
Alan S. Willsky,Harold L. Jones +1 more