Abstract
We shall now introduce the basic tools for deriving change detection algorithms. As we have indicated before, a given method can be considered from either the off-line or the on-line point of view. Usually, the off-line point of view is more suitable to derive algorithms, following reasonable intuitions. We shall take the off-line point of view for deriving the basic methods ; these methods can be analyzed from either off-line or on-line viewpoints when the performance evaluation is of interest. In chapters VI and VII, algorithms are directly derived in the on-line framework.
This is a preview of subscription content, log in via an institution to check access.
Preview
Unable to display preview. Download preview PDF.
References
M. BASSEVILLE: "Edge detection using sequential methods for change in level. Part II: Sequential detection of change in mean". IEEE Tn. on A.S.S.P., vol. ASSP-29, no1: 32–50. Feb. 1981.
M. BASSEVILLE: "On-line detection of jumps in mean". In this book.
M. BASSEVILLE: "The two-models approach for the on-line detection of changes in A.R. processes". In this book.
M. BASSEVILLE, A. BENVENISTE, G. MOUSTAKIDES: "The local method applied to the robust detection of changes in the poles of a pole-zero system". In this book.
J. DESHAYES, D. PICARD: "Off-line statistical analysis of model changes using likelihood methods or nonparametric techniques". In this book.
J.L. DOOB: "Stochastic processes". Ed. Wiley. N.Y. 1953.
I.A. IBRAGIMOV, R.Z. KHASMINSKI: "Asymptotic behavior of statistical estimators in the smooth case. I: study of the likelihood ratio". Theory of Proba. and Appl., vol.17, no3: 445–462. 1972.
L. LE CAM: "Locally asymptotically normal families of distributions". Univ. Caligonnia. Publ. Statist., vol.3: 37–98. 1960.
E.L. LEHMANN: "Testing statistical hypotheses". NY. Wiley. 1959.
G. LORDEN: "Procedures for reacting to a change in distribution". Annals of Math. Stat., vol.42, no6: 1897–1908. 1971.
G. MOUSTAKIDES: "Optimal procedures for detecting changes in distributions". Submitted to the Annals of Statistics.
I.V. NIKIFOROV: "Sequential detection of changes in stochastic systems". In this book.
E.S. PAGE: "Continuous inspection schemes". Biometrika. vol.41: 100–115. 1954.
G.G. ROUSSAS: "Contiguity of probability measures, some applications in statistics". Cambridge University Press. 1972.
A.N. SHIRYAEV: "The problem of the most rapid detection of a disturbance in a stationary process". Soviet. Math. Dokl., no2: 795–799. 1961.
A.N. SHIRYAEV: "Optimal stopping rules". Springer-Verlag. 1978.
A. WALD: "Sequential analysis". N.Y. Wiley. 1947.
A.S. WILLSKY: "Detection of abrupt changes in dynamic systems". In this book.
Editor information
Rights and permissions
Copyright information
© 1985 Springer-Verlag
About this paper
Cite this paper
(1985). III — Design of algorithms for change detection : Likelihood-oriented approaches. In: Basseville, M., Benveniste, A. (eds) Detection of Abrupt Changes in Signals and Dynamical Systems. Lecture Notes in Control and Information Sciences, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006391
Download citation
DOI: https://doi.org/10.1007/BFb0006391
Published:
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-540-16043-4
Online ISBN: 978-3-540-39726-7
eBook Packages: Springer Book Archive