The Asymptotic Local Approach to Change Detection and Model Validation
نویسندگان
چکیده
We present a systematic approach for the design of change detection and model validation algorithms for dynamical systems. We show bow to associate to any identification algorithm a change detection and a model validation procedure, which are optimal in some asymptotic sense. The foundations of our method go back to the asymptotic local approach in statistics, and our method generalizes this approach.
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تاریخ انتشار 2001