Change-Point Detection and Adaptive Control of Time-Varying Systems
Final rept. 1 Jun 1992-31 May 1993
STANFORD UNIV CA
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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.
- Statistics and Probability