DocumentCode
1392803
Title
Numerical study of likelihood-ratio-test-based single change point estimation
Author
Wen, Fushuan
Author_Institution
Sch. of Electr. & Electron. Eng., Nanyang Technol. Univ., Singapore, Singapore
Volume
48
Issue
24
fYear
2012
Firstpage
1532
Lastpage
1533
Abstract
A single model change or change point estimation problem is considered, which is a fundamental problem in many engineering fields. Generalised likelihood ratio test and multifamily likelihood ratio test techniques are used to estimate the change point. Performance of the two detectors is evaluated over numerical simulations.
Keywords
electronic engineering computing; numerical analysis; change point estimation problem; detector; generalised likelihood ratio test technique; likelihood-ratio-test-based single change point estimation; multifamily likelihood ratio test technique; numerical simulation; single model change;
fLanguage
English
Journal_Title
Electronics Letters
Publisher
iet
ISSN
0013-5194
Type
jour
DOI
10.1049/el.2012.3275
Filename
6400378
Link To Document