A particle filtering approach to change detection for nonlinear systems

Eurasip Journal on Applied Signal Processing

Volumn 2004, Issue 15, 2004, Pages 2295-2305

  Azimi Sadjadi, Babak ^a,b   Krishnaprasad, P S ^b  

^a RENSSELAER POLYTECHNIC INSTITUTE   (United States)

^b UNIVERSITY OF MARYLAND   (United States)

Author keywords

CUSUM algorithm; Generalized likelihood ratio test; Nonlinear filtering; Online change detection

Indexed keywords

ALGORITHMS; COMPUTATIONAL COMPLEXITY; COMPUTER SIMULATION; NONLINEAR FILTERING; PARAMETER ESTIMATION; PROBABILITY; PROBLEM SOLVING; STOCHASTIC CONTROL SYSTEMS;

CUMULATIVE SUM (CUSUM) ALGORITHM; GENERALIZED LIKELIHOOD RATIO TEST; ONLINE CHANGE DETECTION; STOCHASTIC SYSTEMS;

NONLINEAR SYSTEMS;

EID: 11844286367     PISSN: 11108657     EISSN: None     Source Type: Journal    
DOI: 10.1155/S1110865704408051     Document Type: Article

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