The Detection of Local Changes in (Semi)-Causal Stochastic Fields
نویسندگان
چکیده
Causal and semicausal stochastic fields may be rewritten in a state-space representation. Local changes in these fields may be regarded as time-varying changes in the parameters of this model. Using a Kalman filter 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. 1991 Mathematics Subject Classification: 60G35, 60G60, 93E10, 93E11, 94A13, 62F03
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تاریخ انتشار 1996