Estimation of Uniform Static Regression Model with Abruptly Varying Parameters

Ladislav Jirsa, Lenka Pavelková

2015

Abstract

A modular framework for monitoring complex systems contains blocks that evaluate condition of single signals, typically of sensors. The signals are modelled and their values must be found within the prescribed bounds. However, an abrupt change of the signal increases the estimated parameters’ variance, which raises uncertainty of the sensor condition although it operates correctly. This increase affects the whole system in evaluation of condition uncertainty. The solution must be fast and simple, because of runtime application requirements. The signal is modelled by a static model with uniform noise, variance increase is tested and if detected, the model memory is cleared. The fast and efficient algorithm is demonstrated on industrial rolling data. The method prevents the parameters’ variance from the artificial increase.

Paper Citation

in Harvard Style

Jirsa L. and Pavelková L. (2015). Estimation of Uniform Static Regression Model with Abruptly Varying Parameters . In Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO, ISBN 978-989-758-122-9, pages 603-607. DOI: 10.5220/0005545706030607

in Bibtex Style

@conference{icinco15,
author={Ladislav Jirsa and Lenka Pavelková},
title={Estimation of Uniform Static Regression Model with Abruptly Varying Parameters},
booktitle={Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,},
year={2015},
pages={603-607},
publisher={SciTePress},
organization={INSTICC},
doi={10.5220/0005545706030607},
isbn={978-989-758-122-9},
}

in EndNote Style

TY - CONF
JO - Proceedings of the 12th International Conference on Informatics in Control, Automation and Robotics - Volume 1: ICINCO,
TI - Estimation of Uniform Static Regression Model with Abruptly Varying Parameters
SN - 978-989-758-122-9
AU - Jirsa L.
AU - Pavelková L.
PY - 2015
SP - 603
EP - 607
DO - 10.5220/0005545706030607