Adaptive filtering and change detection
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INTRODUCTION Extended Summary. Applications. SIGNAL ESTIMATION On--Line Approaches. Off--Line Approaches. PARAMETER ESTIMATION Adaptive Filtering. Change Detection Based on Sliding Windows Change Detection Based on Filter Banks STATE ESTIMATION Kalman Filtering Change Detection Based on Likelihood Ratios Change Detection Based on Multiple Models Change Detection Based on Algebraical Consistency Tests THEORY Evaluation Theory Linear Estimation A. Signal models and notation B. Fault detection terminology