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Asymptotic Power and the Benefit of Under-Modeling in Change Detection
Linköping University, Department of Electrical Engineering, Automatic Control. Linköping University, The Institute of Technology.
University of Newcastle, Australia.
1995 (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 , 1995. , 6 p.
LiTH-ISY-R, ISSN 1400-3902 ; 1753
Keyword [en]
Change detection, Asymptotic analysis, Under-modeling, Hypothesis tests
Keyword [sv]
Cybernetik Informationsteori
National Category
Control Engineering
URN: urn:nbn:se:liu:diva-55263ISRN: LiTH-ISY-R-1753OAI: diva2:315873
Available from: 2010-04-29 Created: 2010-04-29 Last updated: 2014-09-17Bibliographically approved

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Gustafsson, Fredrik
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Automatic ControlThe Institute of Technology
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