University of Twente Student Theses
Detecting parameter change in dynamical systems using statistical methods
Haan, D. de (2019) Detecting parameter change in dynamical systems using statistical methods.
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| Abstract: | In this paper, different statistical methods for detecting parameter change in dynamical systems have been analysed. First, using the equations describing the system, different cases of errors have been identified. Using a t-test on the mean and a chi square test on the variance, we could detect these errors with a certain probability. The power on both of these tests is calculated to better these results. Furthermore, the time it takes for the system to reach a new steady state is analysed as well. Finally, the report gives an overview on the probabilities of detecting the right error in a dynamical system using statistical tests. |
| Item Type: | Essay (Master) |
| Faculty: | EEMCS: Electrical Engineering, Mathematics and Computer Science |
| Subject: | 31 mathematics |
| Programme: | Applied Mathematics MSc (60348) |
| Link to this item: | https://purl.utwente.nl/essays/79610 |
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