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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Patent
Systems for automated loading of blastholes and methods related thereto
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Proceedings ArticleDOI
Detection of signal jumps in noisy signals using an adaptive stochastic gradient method
TL;DR: In this article, an adaptive stochastic gradient method was proposed for detecting jumps in noisy signals using an FIR Weiner filter. But this method is an improved and extended version of the conventional SG operator.
Proceedings ArticleDOI
An Efficient Method for a Specific Case of Detecting Impulse Noise on Scanned Documents
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Proceedings ArticleDOI
Source localization with overlapping CW intercepts using multipath modeling
TL;DR: A 1-hour recorded signal experiment proves the at-sea efficiency of the method for a source located in the 20–30 km ranges of the deep Mediterranean channel and the Cramer-Rao bounds of the range-depth estimation are computed by using an analytic modelization of the ray propagation.
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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A generalized likelihood ratio approach to the detection and estimation of jumps in linear systems
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