Accession Number:

ADA273509

Title:

Change-Point Detection and Adaptive Control of Time-Varying Systems

Descriptive Note:

Final rept. 1 Jun 1992-31 May 1993

Corporate Author:

STANFORD UNIV CA

Personal Author(s):

Report Date:

1993-09-08

Pagination or Media Count:

3.0

Abstract:

Fundamental progress was made in the sequential and fixed sample detection and estimation of abrupt changes in stochastic systems and in the related problem of adaptive control of dynamical systems with time varying parameters. Advances were also made in recursive estimation and adaptive control of linear stochastic systems, optimal sequential testing of composite hypotheses, and regression analysis of censored failure time data.

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE