Fault detection based on augmented kernel Mahalanobis distance for nonlinear dynamic processes

2018 ◽  
Vol 109 ◽  
pp. 311-321 ◽  
Author(s):  
Jun Shang ◽  
Maoyin Chen ◽  
Hanwen Zhang
2021 ◽  
pp. 368-398
Author(s):  
James Davidson

Near‐epoch dependence (NED) is a generalized dependence concept for functions of mixing processes. This chapter gives definitions and examples, and considers the application to nonlinear dynamic processes. The relation to mixingales is the key theoretical result. Results on the preservation of NED under various transformations and a special result for the adapted sequence case are considered next. Finally, the related concept of approximability is defined which, unlike NED, can hold in the absence of integer moments.


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