ROMANIAN JOURNAL OF INFORMATION SCIENCE AND TECHNOLOGY
Volume 2, Number 3, 1999, 273 - 288

 

Detection of Abrupt Changes in Dynamical Systems

Theodor D. POPESCU
Research Institute for Informatics, Bucharest, Romania

 

Abstract.
The paper presents some change detection techniques for dynamical systems, in both time and frequency domain. Some performance evaluation results of these schemes by multiple simulation are also embodied. A practical application concerning change detection of a structure subject to strong seismic motion is included. The proposed approach combines high-order ARX model identification with some statistical tests in frequency domain, known for their robustness with respect to system undermodeling and variations in experimental conditions.