Tracking algorithm designed by the local asymptotic approach

DOI10.1109/9.52298zbMath0706.93060OpenAlexW2148459407MaRDI QIDQ3487244

Elias Wahnon, Nadav Berman

Publication date: 1990

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.52298

zbMATH Keywords

central limit theoremtracking algorithmsequential detection of parameter jumpssingle Hinckley's detector

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Estimation and detection in stochastic control theory (93E10) Linear systems in control theory (93C05)

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