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
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Journal ArticleDOI
A system for sequential step detection with application to video image processing
J.A. Malone,L.M. Smith +1 more
TL;DR: It is shown that, for a given cutoff frequency of the high-pass filter, an optimal value exists for the number of terms in the moving average and considered for implementation of the algorithm on practical image processors.
Optimization and Bayesian Inference in Model-based Decision Making
TL;DR: This thesis proposes a unified test model that includes both the LNOR and the LR test models as special cases, and derive a Maximum a posteriori solution for the multiple fault diagnosis problem based on the unified testmodel using the Lagrangian relaxation method and deriving a dual cost function for the problem.
Book ChapterDOI
Space-variant two-dimensional filtering of noisy images*
TL;DR: A simple and efficient method to meet the necessity of processing real images where a rapid switching of the filter characteristics is allowed and the edge-defocusing phenomenon is greatly reduced is discussed.
Proceedings ArticleDOI
Fouling monitoring in a thermosiphon reboiler
TL;DR: A system for fouling monitoring in thermosiphon reboilers based on a static model of the fouling resistance of which the parameters are identified from industrial data is described.
Proceedings ArticleDOI
Online detection and estimation of parameter jumps
F.N. Chowdhury,J.L. Aravena +1 more
TL;DR: In this article, a modified test of hypothesis is used to select the appropriate parameter estimation algorithm for fast online detection and estimation of parameter jumps, and the resulting combined filter algorithm can minimize the upper bound of missed-jump and false-alarm probabilities.
References
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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.
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