Detecting an Unknown Abrupt Change in the Band Center of the Fast-Fluctuating Gaussian Random Process

Detecting an Unknown Abrupt Change in the Band Center of the Fast-Fluctuating Gaussian Random Process

The generalized maximum likelihood algorithm is introduced for detecting the abrupt change in the band center of a fast-fluctuating Gaussian random process with the uniform spectral density. This algorithm has a simpler structure than the ones obtained by means of common approaches and it can be eff...

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Bibliographic Details
Main Authors: Chernoyarov Oleg, Demina Tatiana, Kabanov Yuri, Makarov Alexander
Format: Article
Language:English
Published: Sciendo 2020-08-01
Series:Measurement Science Review
Subjects:
fast-fluctuating random process
abrupt change
maximum likelihood method
discontinuous parameter
unknown band center
local markov approximation method
false alarm probability
missing probability
statistical simulation
Online Access:https://doi.org/10.2478/msr-2020-0023

Internet

https://doi.org/10.2478/msr-2020-0023

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