Scheduled System Maintenance:
On Wednesday, July 29th, IEEE Xplore will undergo scheduled maintenance from 7:00-9:00 AM ET (11:00-13:00 UTC). During this time there may be intermittent impact on performance. We apologize for any inconvenience.
By Topic

Off-line detection and estimation of abrupt changes corrupted by multiplicative colored Gaussian noise

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
Tourneret, J.-Y. ; ENSEIHT/GAPSE, Nat. Polytech. Inst. of Toulouse, France ; Chabert, M.

The problem addressed in the paper is the detection of abrupt changes embedded in multiplicative colored Gaussian noise. The multiplicative noise is modeled by an AR process. The Neyman Pearson detector is developed when the abrupt change and noise parameters are known. This detector constitutes a reference to which suboptimal detectors can be compared. In practical applications, the abrupt change and noise parameters have to be estimated. The maximum likelihood estimator for these parameters is then derived. This allows to study the generalized likelihood ratio detector

Published in:

Acoustics, Speech, and Signal Processing, 1997. ICASSP-97., 1997 IEEE International Conference on  (Volume:5 )

Date of Conference:

21-24 Apr 1997