Abstract
A deadbeat observer based generalized likelihood ratio (GLR) test is proposed for the detection and estimation of a jump in discrete time linear time invariant (LTI) systems. The proposed approach overcomes the difficulty in the choice of the window size for the online detection procedure. The marginalized GLR test is also discussed as the offline procedure to overcome the difficulty in the choice of the threshold.
| Original language | English |
|---|---|
| Title of host publication | 21st Benelux Meeting on Systems and Control, March 19 – 21, 2002, Veldhoven, The Netherlands |
| Subtitle of host publication | Book of Abstracts |
| Editors | Bram de Jager, Hans Zwart |
| Place of Publication | Eindhoven |
| Publisher | Technische Universiteit Eindhoven |
| Pages | 75-75 |
| Number of pages | 1 |
| ISBN (Print) | 90-386-2893-5 |
| Publication status | Published - 2002 |
| Event | 21st Benelux Meeting on Systems and Control 2002 - Veldhoven, Netherlands Duration: 19 Mar 2002 → 21 Mar 2002 Conference number: 21 |
Conference
| Conference | 21st Benelux Meeting on Systems and Control 2002 |
|---|---|
| Country/Territory | Netherlands |
| City | Veldhoven |
| Period | 19/03/02 → 21/03/02 |