A particle filtering approach to change detection for nonlinear systems

DOI10.1155/S1110865704408051zbMath1073.93053DBLPjournals/ejasp/Azimi-SadjadiK04OpenAlexW2162203166WikidataQ59148719 ScholiaQ59148719MaRDI QIDQ1773798

Babak Azimi-Sadjadi, P. S. Krishnaprasad

Publication date: 3 May 2005

Published in: EURASIP Journal on Applied Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/s1110865704408051

zbMATH Keywords

computational complexitynonlinear filteringgeneralized likelihood ratio testchange detection problemCUSUM algorithm

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Nonlinear systems in control theory (93C10) Computational difficulty of problems (lower bounds, completeness, difficulty of approximation, etc.) (68Q17)

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