The detection of local changes in (semi-) causal stochastic fields

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Hupkens, Erik P. and Bagchi, Arunabha (1996) The detection of local changes in (semi-) causal stochastic fields. [Report]

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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
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Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/30488
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Metis ID: 141128