Nonparametric Detection of Changes in System Characteristics.
Abstract
A stochastic system with unknown structure and random inputs is considered. Two sequences of corresponding input-output pairs are observed over two disjoint observation intervals. It is desired to decide whether or not the system characteristics changed between the two observation periods. A localized version of the Kolmogorov-Smirnov statistic is introduced and discussed in this context. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Aug 15, 1977
- Accession Number
- ADA059278
Entities
People
- Gary L. Wise
- Luc P. Devroye
Organizations
- University of Texas at Austin