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An innovations approach to discrete-time detection theory (Corresp.)

โœ Scribed by Metford, P.; Haykin, S.; Taylor, D.


Book ID
114635137
Publisher
IEEE
Year
1982
Tongue
English
Weight
740 KB
Volume
28
Category
Article
ISSN
0018-9448

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Sumnml'y--A general approach to fault detection, diagnosis and prognosis in systems describable by mathematical models is outlined. It is based on System Theory and Statistical Decision Theory. The special case of linear dynamic systems with Gaussian random inputs is considered and it is shown how t