Linear stochastic systems
Detection of abrupt changes: theory and application
Detection of abrupt changes: theory and application
Computational Processes in Iterative Stochastic Control Design
ICCS '02 Proceedings of the International Conference on Computational Science-Part I
Hi-index | 0.00 |
In this paper, we propose a new closed-loop multi-mode system identification setup that allows the jointly performed change point detection, fault diagnosis, supervised training of a bank of signature generators, unsupervised identification of the optimal filter, and monitored system accommodation on the basis of incomplete noisy data. We validate the setup by simulating numerical examples.