Sequential detection of many changes in several unknown states of dynamic systems

Article type: Research Article

Authors: Montvilas, Algirdas-Mykolas

Affiliations: Institute of Mathematics and Informatics, Lithuanian Academy of Sciences, 2600 Vilnius, Akedemijos St.4, Lithuania

Abstract: An essentially new method for sequential detection of many abrupt or slow changes in several unknown states of dynamic systems is presented. This method is based on the sequential nonlinear mapping into two-dimensional vectors of many-dimensional vectors which describe the present system states. The expressions for sequential nonlinear mapping are obtained. The mapping preserves the inner structure of distances between the vectors. Examples are given.

Keywords: states of a dynamic system, sequential detection of changes, sequential nonlinear mapping

DOI: 10.3233/INF-1992-3106

Journal: Informatica, vol. 3, no. 1, pp. 72-79, 1992