Asymptotic Power and the Benefit of Under-Modeling in Change Detection
1995 (English)Report (Other academic)
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
Change detection, Asymptotic analysis, Under-modeling, Hypothesis tests
IdentifiersURN: urn:nbn:se:liu:diva-55263ISRN: LiTH-ISY-R-1753OAI: oai:DiVA.org:liu-55263DiVA: diva2:315873