Change Detection and Non Stationary Signals Tracking by Adaptive Filtering
In this paper we consider the problem of change
detection and non stationary signals tracking. Using parametric
estimation of signals based on least square lattice adaptive filters we
consider for change detection statistical parametric methods using
likelihood ratio and hypothesis tests. In order to track signals
dynamics, we introduce a compensation procedure in the adaptive
estimation. This will improve the adaptive estimation performances
and fasten it-s convergence after changes detection.
[1] P. Diniz, Adaptive filtering: Algorithms and practical
implementation. Kluwer academic pub, 2002.
[2] M.Basseville, I.Nikiforov. Detection of abrupt changes: Theory
and application. Prentice Hall, 1997.
[3] M. Basseville. Detecting changes in signals and systems - A
survey-. Automatica, V-24, 1988. p 309-325.
[4] I. Nikiforov, Two strategies in the problem of change detection
and isolation. IEEE Trans on information theory. V43(2) 1997 p
770-776.
[5] M.Seck, R.Blouet, F.Bimbot. Comparaison de critères de
segmentation par détection de rupture sur un signal sonore.
17ème colloque GRETSI sur le traitement du signal et des
imagesV4(1)1999 p 989-992.
[6] G. V. Moustakides. Optimal stopping times for detecting
changes in distribution. The annals of statistics. V 14.1986 p
1479-1487.
[7] Ramdani. Détection de rupture: outil de diagnostic
d-adaptativité dans le cas non stationnaire. ICSS Alger, 1994. p
III45-III49.
[8] D. Siegmund, Sequential analysis tests and confidence intervals.
Series in statistics, Springer, 1985.
[1] P. Diniz, Adaptive filtering: Algorithms and practical
implementation. Kluwer academic pub, 2002.
[2] M.Basseville, I.Nikiforov. Detection of abrupt changes: Theory
and application. Prentice Hall, 1997.
[3] M. Basseville. Detecting changes in signals and systems - A
survey-. Automatica, V-24, 1988. p 309-325.
[4] I. Nikiforov, Two strategies in the problem of change detection
and isolation. IEEE Trans on information theory. V43(2) 1997 p
770-776.
[5] M.Seck, R.Blouet, F.Bimbot. Comparaison de critères de
segmentation par détection de rupture sur un signal sonore.
17ème colloque GRETSI sur le traitement du signal et des
imagesV4(1)1999 p 989-992.
[6] G. V. Moustakides. Optimal stopping times for detecting
changes in distribution. The annals of statistics. V 14.1986 p
1479-1487.
[7] Ramdani. Détection de rupture: outil de diagnostic
d-adaptativité dans le cas non stationnaire. ICSS Alger, 1994. p
III45-III49.
[8] D. Siegmund, Sequential analysis tests and confidence intervals.
Series in statistics, Springer, 1985.
@article{"International Journal of Electrical, Electronic and Communication Sciences:53338", author = "Mounira RouaÐùnia and Noureddine Doghmane", title = "Change Detection and Non Stationary Signals Tracking by Adaptive Filtering", abstract = "In this paper we consider the problem of change
detection and non stationary signals tracking. Using parametric
estimation of signals based on least square lattice adaptive filters we
consider for change detection statistical parametric methods using
likelihood ratio and hypothesis tests. In order to track signals
dynamics, we introduce a compensation procedure in the adaptive
estimation. This will improve the adaptive estimation performances
and fasten it-s convergence after changes detection.", keywords = "Change detection, Hypothesis test, likelihood ratioleast square lattice adaptive filters.", volume = "2", number = "12", pages = "2696-4", }