Title :
Numerical study of likelihood-ratio-test-based single change point estimation
Author_Institution :
Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore, Singapore
Abstract :
A single model change or change point estimation problem is considered, which is a fundamental problem in many engineering fields. Generalised likelihood ratio test and multifamily likelihood ratio test techniques are used to estimate the change point. Performance of the two detectors is evaluated over numerical simulations.
Keywords :
electronic engineering computing; numerical analysis; change point estimation problem; detector; generalised likelihood ratio test technique; likelihood-ratio-test-based single change point estimation; multifamily likelihood ratio test technique; numerical simulation; single model change;
Journal_Title :
Electronics Letters
DOI :
10.1049/el.2012.3275
