منابع مشابه
Asymptotic Properties of Schweppe’s Likelihood Ratio Detector
We consider discrete-time detection with dynamical modeling, where the data generating processes are represented through state-variable techniques. Given the modeling above, one computationally effective method of calculating the likelihood ratio functions is due to Schweppe. In this paper, we study the asymptotic properties of Schweppe’s likelihood ratio detector, and evaluate the power probab...
متن کاملAn Evaluation of an Adaptive Generalized Likelihood Ratio Charts for Monitoring the Process Mean
When the objective is quick detection both small and large shifts in the process mean with normal distribution, the generalized likelihood ratio (GLR) control charts have better performance as compared to other control charts. Only the fixed parameters are used in Reynolds and Lou’s presented charts. According to the studies, using variable parameters, detect process shifts faster than fixed pa...
متن کاملDrop the Likelihood Ratio
Objective: To present a geometric ruler to determine predictive values of binary diagnostic test results from prevalence, sensitivity and specificity without calculation. Methods: On logarithmic scale the relationships between pre-/post-test odds and the likelihood ratio as well as sensitivity, speci ficity and the likelihood ratio appear as simple linear (additive) equations. Results: Each of ...
متن کاملSequential Change Detection Using Adaptive Likelihood Ratio Statistics
This paper is to study how to conduct the sequential change point detection only known the possible region of fault magnitudes but unknown the exact fault magnitude, which is a common situation in reality in process change detection problem. It is well known that sequential change detection using log likelihood ratio statistics has the following optimal properties in error probabilities when co...
متن کاملThe Likelihood Ratio Detector for Non-Gaussian Infinitely Divisible, and Linear Stochastic Processes
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ژورنال
عنوان ژورنال: The Journal of the Acoustical Society of America
سال: 1967
ISSN: 0001-4966
DOI: 10.1121/1.2144030