Abstract
| 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 |
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Keywords
- METIS-141128
- IR-30488
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The detection of local changes in (semi-) causal stochastic fields. / Hupkens, E.P.; Hupkens, Erik P.; Bagchi, Arunabha.
Enschede : University of Twente, Department of Applied Mathematics, 1996. 30 p. (Memorandum Department of Applied Mathematics; No. 1317).Research output: Book/Report › Report › Professional
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 -