Change-point monitoring for online stochastic approximations - Levy, Kim; Vázquez-Abad, Felisa J. (Automatica (Oxford), 2010)
Keywords: Adaptation; Applied sciences; Approximation; Asymptotic properties; Change-point monitoring; Computer science; control theory; systems; Control theory. Systems; Convergence; Cutting; Exact sciences and technology; Modelling and identification; Monitoring; Non-stationary environment; Online tracking; Regression analysis; Stochastic approximation; Stochasticity; Weak convergence; Weak convergence; Online tracking; Stochastic approximation; Change-point monitoring; Non-stationary environment; Stopping time; Non stationary process; Hypothesis test; Cutting; Surveillance; Sudden variation; regime switching model; Asymptotic approximation; System identification; Monitoring