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Change detection for nonlinear systems; a particle filtering approach

American Control Conference, 2002. Proceedings of the 2002, Vol. 5 (2002), pp. 4074-4079 vol.5.


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We present a change detection method for nonlinear stochastic systems based on projection particle filtering. The statistic for this method is chosen in such a way that it can be calculated recursively while the computational complexity of the method remains constant with respect to time. We present some simulation results that show the advantages of this method compared to linearization techniques.


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