Optimum Robust Detection of Changes in the AR Part of a Multivariable ARMA Process

Anne Rougée, Michéle Basseville, Albert Benveniste, Georges V. Moustakides

Research output: Contribution to journalArticle

12 Citations (Scopus)

Abstract

We investigate the theoretical properties of new instruments-based test statistics recently proposed [3] 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 [14] 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.

Original languageEnglish (US)
Pages (from-to)1116-1120
Number of pages5
JournalIEEE Transactions on Automatic Control
Volume32
Issue number12
DOIs
StatePublished - Dec 1987

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Statistics
Monitoring
Optimum design

All Science Journal Classification (ASJC) codes

  • Control and Systems Engineering
  • Computer Science Applications
  • Electrical and Electronic Engineering

Cite this

Rougée, Anne ; Basseville, Michéle ; Benveniste, Albert ; Moustakides, Georges V. / Optimum Robust Detection of Changes in the AR Part of a Multivariable ARMA Process. In: IEEE Transactions on Automatic Control. 1987 ; Vol. 32, No. 12. pp. 1116-1120.
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Optimum Robust Detection of Changes in the AR Part of a Multivariable ARMA Process. / Rougée, Anne; Basseville, Michéle; Benveniste, Albert; Moustakides, Georges V.

In: IEEE Transactions on Automatic Control, Vol. 32, No. 12, 12.1987, p. 1116-1120.

Research output: Contribution to journalArticle

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