@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",

}