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Citation

Punčochář, I. and Šimandl, M. : An aspect of optimal active detection . Proceedings of the 7th international Ph.D. workshop: Young generation viewpoint, p. 183-189, Ústav teorie informace a automatizace, Akademie věd České republiky, Praha, 2006.

Abstract

The paper deals with an active change detection problem in a stochastic discrete-time linear multiple model framework. An active detector decides on changes in an observed system and also generates an auxiliary input signal that should improve change detection. Design of the optimal active detector is formulated as minimization of an appropriate criterion. The general solution is obtained using Bellman's principle of optimality. The main contribution of the paper is an analysis of active change detection in case of two scalar models and detection horizon of two steps. It is shown that the auxiliary input signal can improve change detection only if two models differ in certain parameters.

Detail of publication

Title: An aspect of optimal active detection
Author: Punčochář, I. ; Šimandl, M.
Language: English
Date of publication: 25 Sep 2006
Year: 2006
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Proceedings of the 7th international Ph.D. workshop: Young generation viewpoint
Page: 183 - 189
ISBN: 80-903834-1-6
Publisher: Ústav teorie informace a automatizace, Akademie věd České republiky
Address: Praha
Date: 25 Sep 2006 - 30 Sep 2006
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Keywords

active change detection, input signal design, optimization

BibTeX

@INPROCEEDINGS{PuncocharI_2006_Anaspectofoptimal,
 author = {Pun\v{c}och\'{a}\v{r}, I. and \v{S}imandl, M.},
 title = {An aspect of optimal active detection},
 year = {2006},
 publisher = {\'{U}stav teorie informace a automatizace, Akademie v\v{e}d \v{C}esk\'{e} republiky},
 journal = {Proceedings of the 7th international Ph.D. workshop: Young generation viewpoint},
 address = {Praha},
 pages = {183-189},
 ISBN = {80-903834-1-6},
 url = {http://www.kky.zcu.cz/en/publications/PuncocharI_2006_Anaspectofoptimal},
}