Proceedings of the KIEE Conference (대한전기학회:학술대회논문집)
- 1992.07a
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- Pages.314-315
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- 1992
A Study on Detection of Abrupt Changes in Dynamical Systems
동적 시스템에서의 급격한 변화 검출에 관한 연구
- Lee, Sang-Yeol (Dept. of Electrical Engineering, Dong-A University) ;
- Lee, Kwon-Soon (Dept. of Electrical Engineering, Dong-A University)
- Published : 1992.07.23
Abstract
A method is developed for the detection of parametric change for conditionally-linear stochastic systems. Such systems are quite prevalent in biology, economics and engineering, and may be synthesized as certain bilinear stochastic systems with output feedback (possibly nonlinear) through the controls. In other words, these systems are linear in the "unmeasured states" and nonlinear in the "measured states." The conditionally linear filter developed by Kolodziej forms a convenient part of the algorithm which estimates the time of change of parameter values.
Keywords