Analysis of multiple model method for change detection of AR processes

DOI10.1016/0898-1221(90)90090-7zbMath0697.60043OpenAlexW2086484012WikidataQ57736037 ScholiaQ57736037MaRDI QIDQ911149

Gyula Pap, Péter Gáspár, Bokor, József

Publication date: 1990

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0898-1221(90)90090-7

zbMATH Keywords

autoregressive processesconvergence properties of a posteriori probabilitiesmartingale convergence theorems

Mathematics Subject Classification ID

Martingales with discrete parameter (60G42) Central limit and other weak theorems (60F05) Linear inference, regression (62J99) General second-order stochastic processes (60G12)

Related Items (1)

Some properties of the Hellinger transform and its application in classification problems

Cites Work

• A survey of design methods for failure detection in dynamic systems
• Joint detection, estimation and system identification
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