Title :
Modelling and monitoring of changes in dynamical systems
Author :
Benveniste, A. ; Basseville, M. ; Moustakides, G.
Author_Institution :
IRISA/INRIA, Rennes Cedex, France
Abstract :
We present a systematic approach for the design of change detection and model validation algorithms for dynamical systems. We show how to associate to any identification algorithm a change detection and a model validation procedure, which are optimal in some asymptotic meaning. The foundations of our method go back to the ??asymptotic local?? approach in statistics, and our method generalizes this approach.
Keywords :
Adaptive signal detection; Algorithm design and analysis; Change detection algorithms; H infinity control; Heuristic algorithms; Monitoring; Predictive models; Signal processing; Statistics; System testing;
Conference_Titel :
Decision and Control, 1986 25th IEEE Conference on
Conference_Location :
Athens, Greece
DOI :
10.1109/CDC.1986.267461
