An Instrumental Test Statistics is presented to detect changes in the pole part of an ARMA process with time varying MA coefficients; the statistical and system theoretic properties of this test are studied. This method is used in vibration monitoring to detect fatigues in offshore structures through accelerometer measurements.
|Original language||English (US)|
|Title of host publication||Unknown Host Publication Title|
|Number of pages||11|
|State||Published - 1986|
All Science Journal Classification (ASJC) codes