Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems |
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| Affiliation: | 1. Center of Future Media, School of Computer Science and Engineering, University of Electronic Science and Technology of China, 611731, China;2. Huazhong University of Science and Technology, China |
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| Abstract: | The two problems of detection and diagnosis of changes in the state transition matrix of a multivariable system with nonstationary unknown state noise are addressed. New instrumental tests are derived and shown to be numerically powerful, even for small changes. The application to vibration monitoring of offshore platforms is described. |
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