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Rougee A. Basseville M. Benveniste A. Moustakides G. 《Automatic Control, IEEE Transactions on》1987,32(12):1116-1120
We investigate the theoretical properties of new instruments-based test statistics recently proposed [3] for detection and diagnosis of changes in the AR part of a multivariable ARMA process. The design flexibilities are analyzed, and the optimum design of the test is exhibited. The connection with the accuracy of the I.V. identification method [14] is established, and the comparison with the local likelihood ratio tests is done. These tests have been developed as a solution to the problem of vibration monitoring for offshore platforms. 相似文献
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