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Performance analysis for a changepoint problem

dc.contributor.authorHibey, J. L.en
dc.contributor.authorCharalambos, C. D.en
dc.creatorHibey, J. L.en
dc.creatorCharalambos, C. D.en
dc.date.accessioned2019-04-08T07:46:12Z
dc.date.available2019-04-08T07:46:12Z
dc.date.issued1999
dc.identifier.urihttp://gnosis.library.ucy.ac.cy/handle/7/43631
dc.description.abstractNonlinear 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 equationen
dc.sourceIEEE Transactions on Automatic Controlen
dc.subjectFeedbacken
dc.subjectStochastic processesen
dc.subjectProbabilityen
dc.subjectDifferential equationsen
dc.subjectState estimationen
dc.subjectControl systemsen
dc.subjectKalman filtersen
dc.subjectLinear systemsen
dc.subjectChangepoint problemen
dc.subjectDelay linesen
dc.subjectDelay systemsen
dc.subjectError probabilityen
dc.subjectError statisticsen
dc.subjectFalse alarm probabilityen
dc.subjectFiltering theoryen
dc.subjectFokker-planck equationen
dc.subjectLikelihood-ratio testsen
dc.subjectMean square error methodsen
dc.subjectMinimum mean-square-error-type estimatesen
dc.subjectMiss error probabilityen
dc.subjectNonlinear differential equationsen
dc.subjectNonlinear stochastic differential equationsen
dc.subjectPerformance analysisen
dc.subjectState-space methodsen
dc.titlePerformance analysis for a changepoint problemen
dc.typeinfo:eu-repo/semantics/article
dc.identifier.doi10.1109/9.780440
dc.description.volume44
dc.description.issue8
dc.description.startingpage1628
dc.description.endingpage1632
dc.author.facultyΠολυτεχνική Σχολή / Faculty of Engineering
dc.author.departmentΤμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering
dc.type.uhtypeArticleen
dc.source.abbreviationIEEE Transactions on Automatic Controlen
dc.contributor.orcidCharalambous, C. D. [0000-0002-2168-0231]
dc.gnosis.orcid0000-0002-2168-0231


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