• DocumentCode
    825555
  • Title

    Linear manifold constrained GLR

  • Author

    Liu, Jack S H ; Jones, Harold L.

  • Author_Institution
    Dynamics Research Corporation, Wilmington, MA, USA
  • Volume
    22
  • Issue
    6
  • fYear
    1977
  • fDate
    12/1/1977 12:00:00 AM
  • Firstpage
    988
  • Lastpage
    989
  • Abstract
    The Generalized Likelihood Ratio (GLR) algorithm has been developed to detect and identify state jumps [1]. Heretofore, the algorithm has been applied when: 1) the jump can be an arbitrary linear combination of states, or 2) the jump is one state. This correspondence describes the GLR application to the situation of state jumps constrained to lie among a fixed subset of states, a linear manifold.
  • Keywords
    Fault diagnosis; Jump processes; Linear systems, stochastic discrete-time; Signal detection; State estimation; Adaptive filters; Covariance matrix; Feedback; Kalman filters; Least squares approximation; Noise reduction; Parameter estimation; State estimation; Stochastic systems; White noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1977.1101663
  • Filename
    1101663
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=825555