Affordable Access

The detection of local changes in (semi-) causal stochastic fields

Authors
Publisher
University of Twente, Department of Applied Mathematics
Publication Date
Disciplines
  • Mathematics

Abstract

Causal and semicausal stochastic elds may be rewritten in a state-space representation. Local changes in these elds may be regarded as time-varying changes in the parameters of this model. Using a Kalman lter bank, the generalized likelihood ratio may be computed if these changes are known to be in a certain set. If only some scaling parameters are unknown, exact expressions for the generalized likelihood ratio may be found.

There are no comments yet on this publication. Be the first to share your thoughts.