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

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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

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Hupkens, E. P., Hupkens, E. P., & Bagchi, A. (1996). 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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