Optimal input design for the detection of changes towards unknown hypotheses

DOI10.1080/00207720410001734219zbMath1062.93038OpenAlexW2005331012MaRDI QIDQ4828431

Feza Kerestecioğlu, İ. Çetin

Publication date: 19 November 2004

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

Full work available at URL: https://doi.org/10.1080/00207720410001734219

zbMATH Keywords

system identificationchange detectionestimation and detectioncumulative suminput determinationasymptotically optimal inputsARMAX processesstatistical decision method

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Estimation and detection in stochastic control theory (93E10) Identification in stochastic control theory (93E12) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10)

Related Items (2)

Closed-loop input design for guaranteed fault diagnosis using set-valued observers ⋮ Active Fault Diagnosis Based on Stochastic Tests

Cites Work

• Unnamed Item
• Asymptotic methods in statistical decision theory
• Input design for detection of abrupt changes in dynamical systems
• Information bounds and quick detection of parameter changes in stochastic systems
• Procedures for Reacting to a Change in Distribution

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