Detection of abrupt change and trend in the time series

DOI10.1080/00207728008967036zbMath0436.93042OpenAlexW2105086229MaRDI QIDQ3877517

Akira Iwata, Naohiro Ishii, Nobuo Suzumura

Publication date: 1980

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207728008967036

zbMATH Keywords

time seriesKalman filter

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Estimation and detection in stochastic control theory (93E10) Medical applications (general) (92C50)

Related Items (2)

State estimation schemes for fault detection and diagnosis in dynamic systems ⋮ A cumulative sum test for detecting change in time series

Cites Work

• A survey of design methods for failure detection in dynamic systems

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