### 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 |

### Fingerprint

### Keywords

- METIS-141128
- IR-30488

### Cite this

*The detection of local changes in (semi-) causal stochastic fields*. (Memorandum Department of Applied Mathematics; No. 1317). Enschede: University of Twente, Department of Applied Mathematics.

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*The detection of local changes in (semi-) causal stochastic fields*. Memorandum Department of Applied Mathematics, no. 1317, University of Twente, Department of Applied Mathematics, Enschede.

**The detection of local changes in (semi-) causal stochastic fields.** / Hupkens, E.P.; Hupkens, Erik P.; Bagchi, Arunabha.

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 -