Detection of Abrupt Changes in Dynamic Systems,
Abstract
This paper presents some of the basic ideas associated with the detection of abrupt changes in dynamic systems. The author's presentation focuses on two classes of methods -- multiple filter-based techniques and residual-based methods -- and in far more detail on the multiple model and generalized likelihood ratio methods. Issues such as the effect of unknown onset time on algorithm complexity and structure and robustness to model uncertainty are discussed. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jan 01, 1984
- Accession Number
- ADA137434
Entities
People
- A. S. Willsky
Organizations
- Massachusetts Institute of Technology