Performance analysis for a changepoint problem

IEEE Transactions on Automatic Control

Volumn 44, Issue 8, 1999, Pages 1628-1632

  Hibey, Joseph L ^a   Charalambous, Charalambos D ^b  

^a The University of Colorado Denver   (United States)

^b MCGILL UNIVERSITY   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

DIFFERENTIAL EQUATIONS; ERRORS; MATHEMATICAL MODELS; MATHEMATICAL TRANSFORMATIONS; NONLINEAR EQUATIONS; PERFORMANCE; PROBABILITY; RANDOM PROCESSES; STATE ESTIMATION; STATE SPACE METHODS;

CHANGEPOINT PROBLEM; FOKKER-PLANCK EQUATION; MINIMUM MEAN SQUARE ERROR;

CONTROL SYSTEM ANALYSIS;

EID: 0033327140     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/9.780440     Document Type: Article

References (13)

1. M. Davis, "The application of nonlinear filtering to fault detection in linear systems," IEEE Trans. Automat. Contr., pp. 257-259, Apr. 1975.
2. C. Khalaf, J. Hibey, and L. Staton, "Performance evaluation of a Doppler radar system for wind shear detection," in Proc. 1990 American Control Conf., San Diego, CA, May 1990.
3. H. L. Van Trees, Estimation and Modulation Theory, Part I. New York: Wiley, 1968.
4. M. Basseville and A. Benveniste, Detection of Abrupt Changes in Signals and Dynamical Systems. New York: Springer-Verlag, 1980.
5. M. Basseville and I. Nikiforov, Detection of Abrupt Changes Englewood Cliffs, NJ: Prentice-Hall, 1993.
6. D. Kazakos and G. Papantoni-Kazakos, Detection and Estimation. Computer Sci. Press, 1990.
7. J. L. Hibey, D. L. Snyder, and J. H. van Schuppen, "Error probability bounds for continuous-time decision problems," IEEE Trans. Inform. Theory, vol. IT-24, pp. 608-622, Sept. 1978.
8. J. L. Hibey, "Cycle slipping in an optical communication system employing subcarrier angle modulation," IEEE Trans. Inform. Theory, vol. IT-33, pp. 203-209, Mar. 1987.
9. J. H. van Schuppen, "Estimation theory for continuous time processes, a Martingale approach," Ph.D. dissertation, Univ. Calif., Berkeley, 1973.
10. P. Bremaud, Point Processes and Queues: Martingale Dynamics. New York: Springer-Verlag, 1981.
11. S. Lipster and A. Shiryayev, Statistics of Random Processes II, Applications. New York: Springer-Verlag, 1978.
12. J. L. Hibey, "Error-probability bounds for continuous-time decision problems," D.Sc. dissertation, Washington Univ., St. Louis, MO, 1976.
13. C. Khalaf, J. Hibey, and L. Staton, "Wind shear modeling and detection: An analysis in terms of a first-passage problem," Twentieth Annual Asilomar Conf. Signals, Systems, and Computers, Pacific Grove, CA, Nov. 1986.