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Citation

Šimandl Miroslav and Široký Jan and Punčochář Ivo : Likelihood Function and Threshold Estimation for CUSUM Test Application . Proceedings of the 28th IASTED International Conference on Modelling, Identification, and Control, vol. ;, p. 38-43, Acta Press, Innsbruck, 2009.

Abstract

The cumulative sum (CUSUM) test for fault detection is treated in the paper. The stress is laid on the estimation of likelihood functions and a threshold for the CUSUM test application. The likelihood functions are estimated as the Gaussian mixtures and the threshold of the CUSUM test is designed on the basis of measured data. The novel fault detection algorithm is illustrated using real data and the results are compared with the CUSUM test working with likelihood functions as normal distributions.

Detail of publication

Title: Likelihood Function and Threshold Estimation for CUSUM Test Application
Author: Šimandl Miroslav ; Široký Jan ; Punčochář Ivo
Language: English
Year: 2009
Type of publication: Papers in proceedings of reviewed conferences
Title of journal or book: Proceedings of the 28th IASTED International Conference on Modelling, Identification, and Control
Číslo vydání: ;
Page: 38 - 43
ISBN: 978-0-88986-782-6
Publisher: Acta Press
Address: Innsbruck
Date: 18 Feb 2009
2011-03-15 16:21:45 / 2011-03-15 16:21:45 / 1

Keywords

fault detection, CUSUM test, likelihood function estimation, threshold estimation

BibTeX

@INPROCEEDINGS{SimandlMiroslav_2009_LikelihoodFunction,
 author = {\v{S}imandl Miroslav and \v{S}irok\'{y} Jan and Pun\v{c}och\'{a}\v{r} Ivo},
 title = {Likelihood Function and Threshold Estimation for CUSUM Test Application},
 year = {2009},
 publisher = {Acta Press},
 journal = {Proceedings of the 28th IASTED International Conference on Modelling, Identification, and Control},
 address = {Innsbruck},
 volume = {;},
 pages = {38-43},
 ISBN = {978-0-88986-782-6},
 url = {http://www.kky.zcu.cz/en/publications/SimandlMiroslav_2009_LikelihoodFunction},
}