Design of change detection algorithms ba
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Giovanna Capizzi
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Article
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2001
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John Wiley and Sons
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English
β 72 KB
π 1 views
## Abstract A design procedure for detecting additive changes in a stateβspace model is proposed. Since the mean of the observations after the change is unknown, detection algorithms based on the generalized likelihood ratio test, GLR, and on windowβlimited type GLR, are considered. As Lai (1995) p