Efficient recursive algorithms for detection of abrupt changes in signals and control systems

IEEE Transactions on Automatic Control

Volumn 44, Issue 5, 1999, Pages 952-966

  Lai, Tze Leung ^a   Shan, Jerry Zhaolin ^b  

^a STANFORD UNIVERSITY   (United States)

^b HEWLETT PACKARD LABORATORIES   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ADAPTIVE ALGORITHMS; ADAPTIVE CONTROL SYSTEMS; APPROXIMATION THEORY; ASYMPTOTIC STABILITY; CONTROL SYSTEM ANALYSIS; CONTROL SYSTEM SYNTHESIS; MAXIMUM LIKELIHOOD ESTIMATION; ONLINE SYSTEMS; OPTIMAL CONTROL SYSTEMS; PARAMETER ESTIMATION; STATISTICAL METHODS;

GENERALIZED LIKELIHOOD RATIO (GLR) RULES; KULLBACK-LEIBLER INFORMATION; RECURSIVE ALGORITHMS;

STOCHASTIC CONTROL SYSTEMS;

EID: 0032678539     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.763211     Document Type: Article

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