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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Proceedings ArticleDOI
Toward a machine-learning framework for acquiring and exploiting monitoring and diagnostic knowledge
TL;DR: An architecture is proposed that integrates the on-line acquisition and exploitation of monitoring and diagnostic knowledge that discovers classes of behaviors with similar characteristics by observing a system in operation and investigates a characterization of behaviors based on best fitting approximation models.
Journal ArticleDOI
Autoregressive and adaptive estimation with an application to hurricane track prediction
TL;DR: It is shown that the first p values of the innovations' sample autocorrelation can be used to form a sufficient statistic to detect if at least one of the parameters in the AR (p) model did change at an unknown point in time.
Intelligent sensing for non-destructive testing using eddy current
TL;DR: The reliability of the decision mechanism, entrusted with reducing non-detection and limiting false alarms, is then increased and allows consideration of automatic testing as mentioned in this paper, which is done jointly by the Institut de Recherches de la Siderurgie Francaise (IRSID) of the Usinor-Sacilor group and the aboratoire d' Automatique et de recherche Appliquee (LARA) of CRAN.
Journal ArticleDOI
Tuning issues in loop monitoring
Valérie Grosfils,Michel Kinnaert +1 more
TL;DR: In this paper, a modified version of Hagglund's approach is presented in order to help the operator in the choice of the parameters for both detection tests and to determine the origin of the oscillations or of the changes.
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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