نتایج جستجو برای: generalized likelihood ratio

تعداد نتایج: 733416  

1996
Fredrik Gustafsson

The generalized likelihood ratio (GLR) test is a widely used method for detecting abrupt changes in linear systems and signals. In this paper the marginalized likelihood ratio (MLR) test is introduced for eliminating three shortcomings of GLR, while preserving its applicability and generality. Firstly, the need for a user-chosen threshold is eliminated in MLR. Secondly, the noise levels need no...

1996
Fredrik Gustafsson

| The generalized likelihood ratio (GLR) test is a widely used method for detecting abrupt changes in linear systems and signals. In this paper the marginalized likelihood ratio (MLR) test is introduced for eliminating three shortcomings of GLR, while preserving its applicability and generality. Firstly, the need for a user-chosen threshold is eliminated in MLR. Secondly, the noise levels need ...

2014
Fikri GOKPINAR Esra GOKPINAR

In this article, a testing procedure based on computational approach testis proposed for the equality of coe¢ cients of variation in k normal populations. We compare this procedure to some of the existing tests; the likelihood ratio, modi…ed Bennett’s, score, generalized p-value tests in terms of the estimated type I error rates and powers by using Monte Carlo simulation. Furthermore, applicati...

2004
MICHEL BRONIATOWSKI

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple and composite hypotheses, extending maximum likelihood technique. An other view at the maximum likelihood approach, for estimation and test, is given. We prove...

Journal: :J. Multivariate Analysis 2009
Michel Broniatowski Amor Keziou

We introduce estimation and test procedures through divergence optimization for discrete or continuous parametric models. This approach is based on a new dual representation for divergences. We treat point estimation and tests for simple and composite hypotheses, extending maximum likelihood technique. An other view at the maximum likelihood approach, for estimation and test, is given. We prove...

2001
M. Åström S. Olmos L. Sörnmo

This paper presents a detection algorithm for pacemakers which is based on a signal model including a linear combination of descriptive functions. The functions are defined as different time scales of the two fundamental waveforms in the electrogram. An efficient detector structure is provided by the use of a dyadic wavelet transform with integer filter coefficients, followed by a generalized l...

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