We investigate the theoretical properties of new instruments-based test statistics recently proposed  for detection and diagnosis of changes in the AR part of a multivariable ARMA process. The design flexibilities are analyzed, and the optimum design of the test is exhibited. The connection with the accuracy of the I.V. identification method  is established, and the comparison with the local likelihood ratio tests is done. These tests have been developed as a solution to the problem of vibration monitoring for offshore platforms.
All Science Journal Classification (ASJC) codes
- Control and Systems Engineering
- Computer Science Applications
- Electrical and Electronic Engineering