Asymptotic Power and the Benefit of Under-Modeling in Change Detection
1995 (English)In: Proceedings of the 3rd European Control Conference, 1995, 1237-1242 p.Conference paper (Refereed)
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
1995. 1237-1242 p.
Change detection, Asymptotic analysis, Under-modeling, Hypothesis tests
IdentifiersURN: urn:nbn:se:liu:diva-93727OAI: oai:DiVA.org:liu-93727DiVA: diva2:629002
3rd European Control Conference, Rome, Italy, September, 1995