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

E.P. Hupkens; Erik P. Hupkens; Arunabha Bagchi

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

E.P. Hupkens, Erik P. Hupkens, Arunabha Bagchi

Research output: Book/Report › Report › Professional

20 Downloads (Pure)

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.

Original language	English
Place of Publication	Enschede
Publisher	University of Twente, Department of Applied Mathematics
Number of pages	30
Publication status	Published - 1996

Publication series

Name	Memorandum Department of Applied Mathematics
Publisher	University of Twente, Department of Applied Mathematics
No.	1317

Keywords

METIS-141128
IR-30488

Access to Document

00000002
open

Fingerprint Dive into the research topics of 'The detection of local changes in (semi-) causal stochastic fields'. Together they form a unique fingerprint.

Cite this

@book{6bc9e729578444f182f02a37dfe5ec6b,

title = "The detection of local changes in (semi-) causal stochastic fields",

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.",

keywords = "METIS-141128, IR-30488",

author = "E.P. Hupkens and Hupkens, {Erik P.} and Arunabha Bagchi",

year = "1996",

language = "English",

series = "Memorandum Department of Applied Mathematics",

publisher = "University of Twente, Department of Applied Mathematics",

number = "1317",

}

TY - BOOK

T1 - The detection of local changes in (semi-) causal stochastic fields

AU - Hupkens, E.P.

AU - Hupkens, Erik P.

AU - Bagchi, Arunabha

PY - 1996

Y1 - 1996

N2 - 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.

AB - 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.

KW - METIS-141128

KW - IR-30488

M3 - Report

T3 - Memorandum Department of Applied Mathematics

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

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

ER -