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Citation

Punčochář Ivo and Duník Jindřich and Šimandl Miroslav : Smoothing in multiple model change detection for stochastic systems . Proceedings of 8th European Workshop on Advanced Control and Diagnosis, p. 79-84, Ferrara, Italy, 2010.

Abstract

The paper focuses on the application of smoothing in multiple model change detection for stochastic systems. In a typical multiple model change detection scheme, the decisions are made based on filtering estimates of an unmeasured state of an observed system. Since better estimates of the state lead to finer decisions, a higher quality of estimates is of great interest. The way to improve the decisions considered in this paper consists in deferring decisions and using more precise smoothing estimates instead of the filtering ones. As a result, the decisions of a higher quality are obtained at the cost of delaying that decisions. The approach introduces a new level of the compromise between the quality of decisions and the delay for detection that is inherent in all change detection methods.

Detail of publication

Title: Smoothing in multiple model change detection for stochastic systems
Author: Punčochář Ivo ; Duník Jindřich ; Šimandl Miroslav
Language: English
Year: 2010
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Proceedings of 8th European Workshop on Advanced Control and Diagnosis
Page: 79 - 84
Address: Ferrara, Italy
Date: 19 Nov 2010
2011-03-15 16:21:57 / 2011-03-15 16:21:57 / 1

Keywords

stochastic systems, detection systems, change detection, optimal estimation, smoothing

BibTeX

@INPROCEEDINGS{PuncocharIvo_2010_Smoothinginmultiple,
 author = {Pun\v{c}och\'{a}\v{r} Ivo and Dun\'{i}k Jind\v{r}ich and \v{S}imandl Miroslav},
 title = {Smoothing in multiple model change detection for stochastic systems},
 year = {2010},
 journal = {Proceedings of 8th European Workshop on Advanced Control and Diagnosis},
 address = {Ferrara, Italy},
 pages = {79-84},
 url = {http://www.kky.zcu.cz/en/publications/PuncocharIvo_2010_Smoothinginmultiple},
}