Performance analysis for a changepoint problem
dc.contributor.author | Hibey, J. L. | en |
dc.contributor.author | Charalambos, C. D. | en |
dc.creator | Hibey, J. L. | en |
dc.creator | Charalambos, C. D. | en |
dc.date.accessioned | 2019-04-08T07:46:12Z | |
dc.date.available | 2019-04-08T07:46:12Z | |
dc.date.issued | 1999 | |
dc.identifier.uri | http://gnosis.library.ucy.ac.cy/handle/7/43631 | |
dc.description.abstract | Nonlinear stochastic differential equations are used to model a version of the changepoint problem. State estimates of the minimum mean-square-error-type are used in likelihood-ratio tests to detect the time of change. System performance is evaluated by deriving theoretical expressions for the false alarm probability and a special case of the miss error probability. The approach uses a Fokker-Planck equation | en |
dc.source | IEEE Transactions on Automatic Control | en |
dc.subject | Feedback | en |
dc.subject | Stochastic processes | en |
dc.subject | Probability | en |
dc.subject | Differential equations | en |
dc.subject | State estimation | en |
dc.subject | Control systems | en |
dc.subject | Kalman filters | en |
dc.subject | Linear systems | en |
dc.subject | Changepoint problem | en |
dc.subject | Delay lines | en |
dc.subject | Delay systems | en |
dc.subject | Error probability | en |
dc.subject | Error statistics | en |
dc.subject | False alarm probability | en |
dc.subject | Filtering theory | en |
dc.subject | Fokker-planck equation | en |
dc.subject | Likelihood-ratio tests | en |
dc.subject | Mean square error methods | en |
dc.subject | Minimum mean-square-error-type estimates | en |
dc.subject | Miss error probability | en |
dc.subject | Nonlinear differential equations | en |
dc.subject | Nonlinear stochastic differential equations | en |
dc.subject | Performance analysis | en |
dc.subject | State-space methods | en |
dc.title | Performance analysis for a changepoint problem | en |
dc.type | info:eu-repo/semantics/article | |
dc.identifier.doi | 10.1109/9.780440 | |
dc.description.volume | 44 | |
dc.description.issue | 8 | |
dc.description.startingpage | 1628 | |
dc.description.endingpage | 1632 | |
dc.author.faculty | Πολυτεχνική Σχολή / Faculty of Engineering | |
dc.author.department | Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering | |
dc.type.uhtype | Article | en |
dc.source.abbreviation | IEEE Transactions on Automatic Control | en |
dc.contributor.orcid | Charalambous, C. D. [0000-0002-2168-0231] | |
dc.gnosis.orcid | 0000-0002-2168-0231 |
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