A test statistics for low complexity change detection in dynamic systems based on averaged filter models

Author

Halvarsson, Susanne ; Wigren, Torbjorn ; Wahlberg, Bo

Author_Institution

Ericsson Radio Systems AB, Stockholm, Sweden

Volume

5

fYear

1996

fDate

7-10 May 1996

Firstpage

2845

Abstract

This paper presents a new method to detect and discriminate between abrupt changes in dynamics and sudden changes in disturbance levels in dynamic systems. It is assumed that a normalized least mean square (NLMS) adaptive filter estimates the system. The detection method is based on the observation that the estimated taps behave differently in the two studied events. The convergence behavior of the taps is modeled using averaging theory, giving an exponential convergence behavior for each tap. Kalman filtering techniques, based on this model, are then used in order to design a new detection scheme

Keywords

adaptive Kalman filters; adaptive signal processing; computational complexity; convergence of numerical methods; filtering theory; least mean squares methods; parameter estimation; signal detection; statistical analysis; Kalman filtering techniques; NLMS adaptive filter; abrupt change detection; abrupt change discrimination; averaged filter models; averaging theory; detection method; disturbance levels; dynamic systems; estimated taps; exponential convergence behavior; low complexity change detection; normalized least mean square; sudden changes; test statistics; Adaptive filters; Convergence; Filtering; Finite impulse response filter; Frequency; Kalman filters; Signal sampling; Statistical analysis; System testing; Telephony;

fLanguage

English

Publisher

ieee

Conference_Titel

Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on

Conference_Location

Atlanta, GA

ISSN

1520-6149

Print_ISBN

0-7803-3192-3

Type

conf

DOI

10.1109/ICASSP.1996.550146

Filename

550146