liu.seSearch for publications in DiVA
Change search
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf
The Marginalized Likelihood Ratio Test for Detecting Abrupt Changes
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
1994 (English)Report (Other academic)
Abstract [en]

The generalized likelihood ratio (GLR) test is a widely used method for detecting abrupt changes in linear systems and signals. In this paper the marginalized likelihood ratio (MLR) test is introduced for eliminating three shortcomings of GLR while preserving its applicability and generality. First, the need for a user-chosen threshold is eliminated in MLR. Second, the noise levels need not be known exactly and may even change over time, which means that MLR is robust. Finally, a very efficient exact implementation with linear in time complexity for batch-wise data processing is developed. This should be compared to the quadratic in time complexity of the exact GLR.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1994. , 32 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1671
Keyword [en]
Generalized likelihood ratio, Regression models, Linear systems
Keyword [sv]
Maskinelement Servomekanismer Automation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55137ISRN: LITH-ISY-R-1671OAI: oai:DiVA.org:liu-55137DiVA: diva2:315706
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-10-09Bibliographically approved

Open Access in DiVA

fulltext(267 kB)116 downloads
File information
File name FULLTEXT02.pdfFile size 267 kBChecksum SHA-512
f4fc1ec9f91541012e681a245410f8218114d6426cdb8d29ae7cbe4de9a8058d17f77561e75c0e88c4908c801d4bce09f125042d11426160900a0b1a9695b5fa
Type fulltextMimetype application/pdf
fulltext(309 kB)64 downloads
File information
File name FULLTEXT01.psFile size 309 kBChecksum SHA-512
4853b0b9b787757485c6773d5d57c00c4bfa527801adad9f70ce8a67417ad8eb88048e1e2eb7fcb6563bc0c5bae6b17a2c49ed5ae32adcff1682fbd78699ca55
Type fulltextMimetype application/postscript

Authority records BETA

Gustafsson, Fredrik

Search in DiVA

By author/editor
Gustafsson, Fredrik
By organisation
Automatic ControlThe Institute of Technology
Control Engineering

Search outside of DiVA

GoogleGoogle Scholar
Total: 180 downloads
The number of downloads is the sum of all downloads of full texts. It may include eg previous versions that are now no longer available

urn-nbn

Altmetric score

urn-nbn
Total: 107 hits
CiteExportLink to record
Permanent link

Direct link
Cite
Citation style
  • apa
  • harvard1
  • ieee
  • modern-language-association-8th-edition
  • vancouver
  • oxford
  • Other style
More styles
Language
  • de-DE
  • en-GB
  • en-US
  • fi-FI
  • nn-NO
  • nn-NB
  • sv-SE
  • Other locale
More languages
Output format
  • html
  • text
  • asciidoc
  • rtf