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Detection and Diagnosis of Model Parameter and Noise Variance Changes with Application in Seismic Signal Processing

Domenii publicaţii > Stiinte ingineresti + Tipuri publicaţii > Articol în revistã ştiinţificã

Autori: Theodor D. Popescu

Editorial: Elsevier, Mechanical Systems and Signal Processing, Vol. 25, Nr. 5, p.1598-1616, 2011.


The objective of the paper is to develop a robust change detection and diagnosis scheme. In the first part of the paper we give the conceptual description of some classical change detection schemes based on sliding windows and likelihood techniques. Then, starting from these classical change detection schemes, a new algorithm able to discriminate between the model parameter and noise variance changes is presented. Finally, we include some Monte Carlo simulations for change detection in a second order FIR model and experimental results obtained in analysis of seismic signals, using the proposed approach.

Cuvinte cheie: Vibration analysis,monitoring, blind source separation, change detection, statistical hypothesis testing, AR models, case study