Asymptotic methods in statistical theory
Asymptotic methods in statistical theory
Fault diagnosis in dynamic systems: theory and application
Fault diagnosis in dynamic systems: theory and application
Detection of abrupt changes: theory and application
Detection of abrupt changes: theory and application
Change Detection and Input Design in Dynamical Systems
Change Detection and Input Design in Dynamical Systems
Information bounds and quick detection of parameter changes in stochastic systems
IEEE Transactions on Information Theory
Active Fault Diagnosis Based on Stochastic Tests
International Journal of Applied Mathematics and Computer Science - Issues in Fault Diagnosis and Fault Tolerant Control
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The effects of auxiliary input signals on detecting changes in ARMAX processes via statistical tests are discussed. Two extensions to the Cumulative Sum Test are considered. The first is applicable when the direction of the change in the parameter space is known but its magnitude is unknown. The second is applicable when neither is known. The performance criteria for the design of stationary stochastic inputs are based on the asymptotic properties of the tests. It is shown that power-constrained optimal inputs have discrete spectra and a suitably chosen input can greatly improve the detection performance.