Accession Number:

ADA137434

Title:

Detection of Abrupt Changes in Dynamic Systems,

Descriptive Note:

Corporate Author:

MASSACHUSETTS INST OF TECH CAMBRIDGE LAB FOR INFORMATION AND DECISION SYSTEMS

Personal Author(s):

Report Date:

1984-01-01

Pagination or Media Count:

23.0

Abstract:

This paper presents some of the basic ideas associated with the detection of abrupt changes in dynamic systems. The authors presentation focuses on two classes of methods -- multiple filter-based techniques and residual-based methods -- and in far more detail on the multiple model and generalized likelihood ratio methods. Issues such as the effect of unknown onset time on algorithm complexity and structure and robustness to model uncertainty are discussed. Author

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE