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Asymptotic Power and the Gain of Under-Modelling in Change Detection
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Newcastle, Australia.
1994 (English)Report (Other academic)
Abstract [en]

It is well-known from experience that low order models perform well in change detection problems even if the true system is quite complicated. By computing the asymptotic power function, it is here shown that common hypothesis tests proposed in literature attain their maximum power for a low order model under certain conditions on how much each parameter change.

Place, publisher, year, edition, pages
Linköping: Linköping University , 1994. , 15 p.
Series
LiTH-ISY-R, ISSN 1400-3902 ; 1668
Keyword [en]
Change detection
Keyword [sv]
Cybernetik Informationsteori, Maskinelement Servomekanismer Automation
National Category
Control Engineering
Identifiers
URN: urn:nbn:se:liu:diva-55134ISRN: LITH-ISY-R-1668OAI: oai:DiVA.org:liu-55134DiVA: diva2:315715
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-08-27Bibliographically approved

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Gustafsson, Fredrik

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Automatic ControlThe Institute of Technology
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