论文信息 - A Change Detection Algorithm Based on Recursive Subspace Identification and Its Application to a Cart System

A Change Detection Algorithm Based on Recursive Subspace Identification and Its Application to a Cart System

Abstract This paper presents an on-line change detection method that uses a recursive subspace model identification algorithm as a residual generator. In our method, a change in the variance of the residual is monitored by a statistical change detector based on the log-likelihood ratio test. An experiment using a real-life cart system as well as a numerical example demonstrates that the proposed method can detect changes in the dynamics of a system, without being disturbed by changes in the dynamics of an input signal which are not our concern.

Hiroshi Oku | H. Oku

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