Nonuniform sampling for detection of abrupt changes

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Date

2003

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Publisher

Birkhauser Boston Inc

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Abstract

In this work detection of abrupt changes in continuous-time linear stochastic systems and selection of the sampling interval to improve the detection performance are considered. Cost functions are proposed to optimize both uniform and nonuniform sampling intervals for the well-known cumulative sum algorithm. Some iterative techniques are presented to make online optimization computationally feasible. It is shown that considerable improvement in the detection performance can be obtained by using nonuniform sampling intervals.

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Keywords

Change detection, Cumulative sum test, Nonuniform sampling

Turkish CoHE Thesis Center URL

Citation

2

WoS Q

N/A

Scopus Q

Q2

Source

Volume

22

Issue

4

Start Page

395

End Page

404