Handling nuisance parameters in systems monitoring

Michèle Basseville (1) , Igor V. Nikiforov (2)

1 IRISA - Institut de Recherche en Informatique et Systèmes Aléatoires
2 LM2S - Laboratoire Modélisation et Sûreté des Systèmes

Dealing with nuisance parameters is an important issue in monitoring safety-critical complex systems and detecting events that affect their functioning. Several tools for solving statistical inference problems in the presence of nuisance parameters are described. The application of these tools to (off-line) hypotheses testing and (on-line) change detection is discussed. The usefulness of some of the proposed methods is illustrated on a couple of monitoring problems.

Domains: Computer Science [cs]

Michèle Basseville, Igor V. Nikiforov. Handling nuisance parameters in systems monitoring. 44th IEEE Conference on Decision and Control, Dec 2005, Seville, Spain. pp.3832-3837, ⟨10.1109/CDC.2005.1582759⟩. ⟨hal-02883982⟩