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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 (Bachelor)
Faculty:EEMCS: Electrical Engineering, Mathematics and Computer Science
Subject:31 mathematics
Programme:Applied Mathematics BSc (56965)
Link to this item:https://purl.utwente.nl/essays/79784
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