Abstract
In this chapter, we investigate a non classical change detection problem, for which there is a strong coupling effect between nuisance parameters and parameters to be monitored. As maximum likelihood methods cannot be used in this case, we derive a so-called instrumental statistics which, together with a local testing approach, gives a new test of x2 type. The extension of this test for the problem of diagnosis is also described.
Only the scalar case is investigated here. The extension of the proposed tests for vector signals is currently under study and may be used, for example, as a solution to the problem of vibration monitoring for offshore platforms.
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Basseville, M., Benveniste, A., Moustakides, G. (1985). The local method applied to the robust detection of changes in the poles of a pole-zero system. In: Basseville, M., Benveniste, A. (eds) Detection of Abrupt Changes in Signals and Dynamical Systems. Lecture Notes in Control and Information Sciences, vol 77. Springer, Berlin, Heidelberg. https://doi.org/10.1007/BFb0006395
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DOI: https://doi.org/10.1007/BFb0006395
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