Changepoint detection using nonlinear filters

ECC 1997 - European Control Conference

Volumn , Issue , 1997, Pages 3602-3607

  Vellekoop, M H ^a   Clark, J M C ^a  

^a IMPERIAL COLLEGE LONDON   (United Kingdom)

Author keywords

Estimation; Fault detection; Nonlinear filtering; Stochastic processes

Indexed keywords

ESTIMATION; FAULT DETECTION; MARKOV PROCESSES; RANDOM PROCESSES; STOCHASTIC SYSTEMS;

CHANGE POINT DETECTION; CHANGE-POINT DETECTION PROBLEMS; DETECTION AND ESTIMATION; DIFFUSION PROCESS; PROBABILITY DENSITY SPACE; PROJECTION OPERATOR; SIMULATION STUDIES; ZAKAI EQUATION;

NONLINEAR FILTERING;

EID: 84949102140     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.23919/ecc.1997.7082673     Document Type: Conference Paper

References (10)

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