Performance analysis for a changepoint problem

Hibey, J. L.; Charalambous, Charalambos D.

doi:10.1109/9.780440

dc.contributor.author	Hibey, J. L.	en
dc.contributor.author	Charalambous, Charalambos D.	en
dc.creator	Hibey, J. L.	en
dc.creator	Charalambous, Charalambos 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/7/43634
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.source.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-0033327140&doi=10.1109%2f9.780440&partnerID=40&md5=658703f50db7ad39d7d8553cc6e45beb
dc.subject	Mathematical models	en
dc.subject	Errors	en
dc.subject	Performance	en
dc.subject	Random processes	en
dc.subject	Probability	en
dc.subject	Differential equations	en
dc.subject	Mathematical transformations	en
dc.subject	State space methods	en
dc.subject	State estimation	en
dc.subject	Control system analysis	en
dc.subject	Nonlinear equations	en
dc.subject	Fokker-planck equation	en
dc.subject	Changepoint problem	en
dc.subject	Minimum mean square error	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 Trans Autom Control	en
dc.contributor.orcid	Charalambous, Charalambos D. [0000-0002-2168-0231]
dc.gnosis.orcid	0000-0002-2168-0231

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Τμήμα Ηλεκτρολόγων Μηχανικών και Μηχανικών Υπολογιστών / Department of Electrical and Computer Engineering [2897]

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