Title :
A simple monitor of a system with sudden parameter changes
fDate :
3/1/1976 12:00:00 AM
Abstract :
Performance of a monitor using a geometric moving-average (GMA) of observations of a system subject to sudden changes is related to parameters describing some aspects of the changes and to parameters of the monitor. Monitor parameters to optimize performance are determined numerically for an example of practical interest.
Keywords :
Level-crossing problems; Monitoring; Moving-average processes; Parameter estimation; State estimation; Coaxial cables; Condition monitoring; Data communication; Decision feedback equalizers; Digital filters; Maximum likelihood detection; Maximum likelihood estimation; Notice of Violation; Sequences; Transversal filters;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1976.1055523
