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Volumn 5, Issue , 2004, Pages 4408-4413

Analysis of the ΔAIC statistic for optimal detection of small changes in dynamic systems

Author keywords

[No Author keywords available]

Indexed keywords

DISTRIBUTION THEORY; DYNAMIC SYSTEMS; STATIC REGRESSION MODELS;

EID: 8744304761     PISSN: 07431619     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ACC.2004.182644     Document Type: Conference Paper
Times cited : (6)

References (14)
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    • Banff, Canada, June
    • W. E. Larimore, "Optimal reduced rank modeling, prediction, monitoring, and control using canonical variate analysis," in Proc. IFAC ADCHEM 97 Sympos., Banff, Canada, June 1997, pp. 61-66.
    • (1997) Proc. IFAC ADCHEM 97 Sympos. , pp. 61-66
    • Larimore, W.E.1
  • 2
    • 8744317826 scopus 로고    scopus 로고
    • Process monitoring using canonical variate analysis and principal component analysis
    • Banff, Canada, June
    • Y. Wang, D. E. Seborg, and W. E. Larimore, "Process monitoring using canonical variate analysis and principal component analysis," in Proc. IFAC ADCHEM 97 Sympos., Banff, Canada, June 1997, pp. 523-528.
    • (1997) Proc. IFAC ADCHEM 97 Sympos. , pp. 523-528
    • Wang, Y.1    Seborg, D.E.2    Larimore, W.E.3
  • 5
    • 0001316757 scopus 로고
    • Predictive inference, sufficiency, entropy, and an asymptotic likelihood principle
    • W. E. Larimore, "Predictive inference, sufficiency, entropy, and an asymptotic likelihood principle," Biometrika, vol. 70, pp. 175-181, 1983.
    • (1983) Biometrika , vol.70 , pp. 175-181
    • Larimore, W.E.1
  • 6
    • 0030198071 scopus 로고    scopus 로고
    • Statistical optimality and canonical variate analysis system identification
    • _, "Statistical optimality and canonical variate analysis system identification," Signal Processing, vol. 52, pp. 131-144, 1996.
    • (1996) Signal Processing , vol.52 , pp. 131-144
  • 7
    • 18844477738 scopus 로고
    • The problem of overfitting data
    • W. E. Larimore and R. K. Mehra, "The problem of overfitting data," Byte, vol. 10, pp. 167-180, 1985.
    • (1985) Byte , vol.10 , pp. 167-180
    • Larimore, W.E.1    Mehra, R.K.2
  • 9
    • 0001972601 scopus 로고
    • The large-sample distribution of the likelihood ratio for testing composite hypotheses
    • March
    • S. S. Wilks, "The large-sample distribution of the likelihood ratio for testing composite hypotheses," Annals of Math. Statistics, vol. 9, no. 1, pp. 60-62, March 1938.
    • (1938) Annals of Math. Statistics , vol.9 , Issue.1 , pp. 60-62
    • Wilks, S.S.1
  • 10
    • 84925623234 scopus 로고
    • Tests of statistical hypotheses concerning several parameters when the number of observations is large
    • A. Wald, "Tests of statistical hypotheses concerning several parameters when the number of observations is large," Trans. Amer. Math. Soc., vol. 54, no. 3, pp. 426-482, 1943.
    • (1943) Trans. Amer. Math. Soc. , vol.54 , Issue.3 , pp. 426-482
    • Wald, A.1
  • 13
    • 0027844505 scopus 로고
    • Accuracy confidence bands including the bias of model under-fitting
    • San Francisco, CA
    • W. E. Larimore, "Accuracy confidence bands including the bias of model under-fitting," in Proc. American Control Conf., San Francisco, CA, 1993, pp. 1995-1999.
    • (1993) Proc. American Control Conf. , pp. 1995-1999
    • Larimore, W.E.1
  • 14
    • 70349119250 scopus 로고
    • Regression and time series model selection in small samples
    • June
    • C. M. Hurvich and C.-L. Tsai, "Regression and time series model selection in small samples," Biometrika, vol. 76, no. 2, pp. 297-307, June 1989.
    • (1989) Biometrika , vol.76 , Issue.2 , pp. 297-307
    • Hurvich, C.M.1    Tsai, C.-L.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.