Detection and estimation of abrupt changes in input or state

被引：8
|
作者：
Weston, PF [1 ]
Norton, JP [1 ]
机构：
[1] UNIV BIRMINGHAM,SCH ELECT & ELECT ENGN,BIRMINGHAM B15 2TT,W MIDLANDS,ENGLAND
来源：
INTERNATIONAL JOURNAL OF CONTROL | 1997年 / 67卷 / 05期
关键词：
D O I：
10.1080/002071797223956
中图分类号：
TP [自动化技术、计算机技术];
学科分类号：
0812 ;
摘要：
Disturbances which may be represented as step changes in the state of a linear, discrete-time, dynamical system are considered. A test for detection of such disturbances is presented. It employs variables computed in fixed-interval optimal smoothing. Several interpretations of the test are offered. The optimal estimate of the state change is shown to be one of the quantities forming the test statistic. Examples show the simplicity and effectiveness of the technique.
引用
收藏
页码：699 / 711
页数：13
相关论文
共 50 条
  • [1] Detection and estimation of abrupt changes in the variability of a process
    Jandhyala, VK
    Fotopoulos, SB
    Hawkins, DM
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2002, 40 (01) : 1 - 19
  • [2] INPUT-DESIGN FOR DETECTION OF ABRUPT CHANGES IN DYNAMICAL-SYSTEMS
    KERESTECIOGLU, F
    ZARROP, MB
    INTERNATIONAL JOURNAL OF CONTROL, 1994, 59 (04) : 1063 - 1084
  • [3] Detection and estimation of abrupt changes contaminated by multiplicative Gaussian noise
    Tourneret, JY
    SIGNAL PROCESSING, 1998, 68 (03) : 259 - 270
  • [4] Detection and Estimation of Abrupt Changes in Gaussian Random Processes with Unknown Parameters
    Chernoyarov, Oleg V.
    Min, Sai Si Thu
    Salnikova, Alexandra V.
    Kuba, Michal
    2014 ELEKTRO, 2014, : 46 - 51
  • [5] Aircraft Sensor Fault Detection Using State and Input Estimation
    Ansari, Ahmad
    Bernstein, Dennis S.
    2016 AMERICAN CONTROL CONFERENCE (ACC), 2016, : 5951 - 5956
  • [6] Sequential detection/isolation of abrupt changes
    Nikiforov, Igor V.
    SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2016, 35 (03): : 268 - 301
  • [7] An adaptive threshold estimation scheme for abrupt changes detection algorithm in a cement rotary kiln
    Kouadri, Abdelmalek
    Bensmail, Abderazak
    Kheldoun, Aissa
    Refoufi, Larbi
    JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS, 2014, 259 : 835 - 842
  • [8] Nonuniform sampling for detection of abrupt changes
    Kerestecioglu, F
    Tokat, S
    CIRCUITS SYSTEMS AND SIGNAL PROCESSING, 2003, 22 (04) : 395 - 404
  • [9] Detection and accommodation of second order distributed parameter systems with abrupt changes in the input term: Existence and approximation
    Demetriou, MA
    Ackleh, AS
    Reich, S
    KYBERNETIKA, 2000, 36 (01) : 117 - 132
  • [10] Detection and accommodation of second order distributed parameter systems with abrupt changes in input term: Stability and adaptation
    Demetriou, MA
    Polycarpou, MM
    KYBERNETIKA, 1998, 34 (06) : 667 - 679
12345