Change Detection for Nonlinear Systems; A Particle Filtering Approach
نویسنده
چکیده
In this paper we present a change detection method for nonlinear stochastic systems based on Projection Particle Filtering. The statistic for this method is chosen in such a way that it can be calculated recursively while the computational complexity of the method remains constant with respect to time. We present some simulation results that show the advantages of this method compared to linearization techniques.
منابع مشابه
A Particle Filtering Approach to Change Detection for Nonlinear Systems
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تاریخ انتشار 2002