DETECTION LIMITS FOR LINEAR NON-GAUSSIAN STATE-SPACE MODELS
نویسندگان
چکیده
منابع مشابه
Detection Limits for Linear Non-Gaussian State-Space Models
The performance of nonlinear fault detection schemes is hard to decide objectively, so Monte Carlo simulations are often used to get a subjective measure and relative performance for comparing different algorithms. There is a strong need for a constructive way of computing an analytical performance bound, similar to the Cramér-Rao lower bound for estimation. This paper provides such a result fo...
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ژورنال
عنوان ژورنال: IFAC Proceedings Volumes
سال: 2006
ISSN: 1474-6670
DOI: 10.3182/20060829-4-cn-2909.00046