Back to University of Twente portal
The detection of local changes in (semi-) causal stochastic fields
Hupkens, Erik P. and Bagchi, Arunabha (1996) The detection of local changes in (semi-) causal stochastic fields. [Report]
![[img]](http://doc.utwente.nl/style/images/fileicons/application_pdf.png)
| PDF 663Kb |
| Abstract: | Causal and semicausal stochastic elds may be rewritten in a state-space representation. Local changes in these elds may be regarded as time-varying changes in the parameters of this model. Using a Kalman lter bank, the generalized likelihood ratio may be computed if these changes are known to be in a certain set. If only some scaling parameters are unknown, exact expressions for the generalized likelihood ratio may be found. |
| Item Type: | Report |
| Faculty: | Electrical Engineering, Mathematics and Computer Science (EEMCS) |
| Research Group: | |
| Link to this item: | http://purl.utwente.nl/publications/30488 |
| Export this item as: | BibTeX EndNote HTML Citation Reference Manager |
Show download statistics for this publication
Show download statistics for this publicationRepository Staff Only: item control page
Metis ID: 141128