Title :
Improving a simple monitor of a system with sudden parameter changes (Corresp.)
fDate :
7/1/1976 12:00:00 AM
Abstract :
Developments are described which allow investigation of a certain simple monitor´s performance when a reset procedure is varied and when frequency of false alarms is included in the measure of cost.
Keywords :
Level-crossing problems; Monitoring; Moving-average processes; Parameter estimation; State estimation; Automatic control; Autoregressive processes; Condition monitoring; Data structures; Equations; Information theory; Maximum likelihood estimation; Stochastic processes; Testing; Time series analysis;
Journal_Title :
Information Theory, IEEE Transactions on
DOI :
10.1109/TIT.1976.1055573
