Title :
Robust detection of structural changes in nonlinear stochastic systems
Author :
Kolodziej, W. ; Pacut, A.
Author_Institution :
Dept. of Electr. & Comput. Eng., Oregon State Univ., Corvallis, OR, USA
Abstract :
The synthesis of a sequential structural-change-detection algorithm is presented with the emphasis on minimizing the priori information required. Such an algorithm is expected to be fairly robust with respect to a variety of probabilistic change models. The design is based on the class of conditionally linear signal generators that readily accommodate various feedback-control and parameter-estimation schemes. The proposed algorithm is optimal with respect to a wide class of sequential detection algorithms
Keywords :
feedback; nonlinear control systems; parameter estimation; stochastic systems; conditionally linear signal generators; feedback-control; nonlinear stochastic systems; parameter-estimation schemes; probabilistic change models; sequential detection algorithms; structural changes; Algorithm design and analysis; Change detection algorithms; Detection algorithms; Differential equations; Nonlinear filters; Robustness; Signal design; Signal synthesis; Stochastic processes; Stochastic systems;
Conference_Titel :
Circuits and Systems, 1989., IEEE International Symposium on
Conference_Location :
Portland, OR
DOI :
10.1109/ISCAS.1989.100667
