One approach for the detection and estimation of a jump in discrete time LTI systems

Ichiro Jikuya, Michel Verhaegen

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    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 languageEnglish
    Title of host publication21st Benelux Meeting on Systems and Control, March 19 – 21, 2002, Veldhoven, The Netherlands
    Subtitle of host publicationBook of Abstracts
    EditorsBram de Jager, Hans Zwart
    Place of PublicationEindhoven
    PublisherTechnische Universiteit Eindhoven
    Pages75-75
    Number of pages1
    ISBN (Print)90-386-2893-5
    Publication statusPublished - 2002
    Event21st Benelux Meeting on Systems and Control 2002 - Veldhoven, Netherlands
    Duration: 19 Mar 200221 Mar 2002
    Conference number: 21

    Conference

    Conference21st Benelux Meeting on Systems and Control 2002
    CountryNetherlands
    CityVeldhoven
    Period19/03/0221/03/02

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