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
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