Performance evaluation of some methods for off-line detection of changes in autoregressive signals

DOI10.1016/0165-1684(90)90159-VzbMath0701.93096OpenAlexW2078602073MaRDI QIDQ914637

Petre Stoica

Publication date: 1990

Published in: Signal Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0165-1684(90)90159-v

zbMATH Keywords

Monte Carlo simulationsautoregressive processstationary signaloff-line detection

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Signal detection and filtering (aspects of stochastic processes) (60G35)

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