The basic assumption in this part. signal estimationis. that them easurements
gt consist of a deterministic component Ot ~ the signal ~ and additive white
yt = Ot + et .
Adaptive Filtering and Change Detection
Copyright © 2000 John Wiley & Sons, Ltd
ISBNs: 0-471-49287-6 (Hardback); 0-470-84161-3 (Electronic)
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For change detection, this will be labeled as a change in the mean model.
The task of determining Bt from yt will be referred to as estimation, and
change detection or alarming is the task of finding abrupt, or rapid, changes
in dt, which is assumed to start at time L, referred to as the change...