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Statistical properties of exponentially weighted moving average algorithm for change detectionPublished in Institute of Electrical and Electronics Engineers Inc.
2012
Pages: 574 - 578
In this paper, the statistical properties of a change detection algorithm are considered. More specifically, we considered the exponentially weighted moving average (EWMA) algorithm. Analytical expressions for the probability distribution of detection delay and the time between false alarms are proposed, and the results are validated by simulations. The results can be used in examining the abrupt changes in a signal, and also in the design of active fault tolerant control systems. © 2012 IEEE.
Topics: EWMA chart (60)%60% related to the paper, Change detection (58)%58% related to the paper, Probability distribution (53)%53% related to the paper and Fault detection and isolation (52)%52% related to the paper
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About the journal
| Journal | Data powered by SciSpaceProceedings of the IEEE Conference on Decision and Control |
|---|---|
| Publisher | Data powered by SciSpaceInstitute of Electrical and Electronics Engineers Inc. |
| ISSN | 01912216 |
Authors (1)
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