Likelihood Ratio Derivative Estimators For Stochastic Systems

1989 Winter Simulation Conference Proceedings ◽

10.1109/wsc.1989.718702 ◽

2005 ◽

Author(s):

P.W. Glynn

Keyword(s):

Likelihood Ratio ◽

Stochastic Systems

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Fault detection and isolation in non-linear stochastic systems—A combined adaptive Monte Carlo filtering and likelihood ratio approach

International Journal of Control ◽

10.1080/00207170412331293311 ◽

2004 ◽

Vol 77 (12) ◽

pp. 1101-1114 ◽

Author(s):

Ping Li * ◽

Visakan Kadirkamanathan

Keyword(s):

Monte Carlo ◽

Fault Detection ◽

Likelihood Ratio ◽

Stochastic Systems ◽

Fault Detection And Isolation ◽

Adaptive Monte Carlo ◽

Linear Stochastic Systems ◽

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Particle filtering based likelihood ratio approach to fault diagnosis in nonlinear stochastic systems

IEEE Transactions on Systems Man and Cybernetics Part C (Applications and Reviews) ◽

10.1109/5326.971661 ◽

2001 ◽

Vol 31 (3) ◽

pp. 337-343 ◽

Author(s):

Ping Li ◽

V. Kadirkamanathan

Keyword(s):

Fault Diagnosis ◽

Likelihood Ratio ◽

Particle Filtering ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems ◽

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Likelihood Ratio Derivative Estimators for Stochastic Systems

10.21236/ada213787 ◽

1989 ◽

Author(s):

Peter W. Glynn

Keyword(s):

Likelihood Ratio ◽

Stochastic Systems

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Likelihood ratio gradient estimation for stochastic systems

Communications of the ACM ◽

10.1145/84537.84552 ◽

1990 ◽

Vol 33 (10) ◽

pp. 75-84 ◽

Author(s):

Peter W. Glynn

Keyword(s):

Likelihood Ratio ◽

Stochastic Systems ◽

Gradient Estimation

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Generalized likelihood ratio approach for fault detection in linear dynamic stochastic systems with unknown inputs

International Journal of Systems Science ◽

10.1080/00207729608929330 ◽

1996 ◽

Vol 27 (12) ◽

pp. 1231-1241 ◽

Author(s):

J. Y. KELLER ◽

L. SUMMERER ◽

M. BOUTAYEB ◽

M. DAROUACH

Keyword(s):

Fault Detection ◽

Likelihood Ratio ◽

Stochastic Systems ◽

Generalized Likelihood Ratio ◽

Unknown Inputs ◽

Linear Dynamic ◽

Dynamic Stochastic ◽

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Likelihood ratio derviative estimators for stochastic systems

1989 Winter Simulation Conference Proceedings ◽

10.1145/76738.76785 ◽

1989 ◽

Author(s):

P. W. Glynn

Keyword(s):

Likelihood Ratio ◽

Stochastic Systems

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A Rao-Blackwellised particle filter-based likelihood ratio approach to fault diagnosis for linear stochastic systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074682 ◽

2009 ◽

Author(s):

Ping Li ◽

Ian Postlethwaite ◽

Visakan Kadirkamanathan ◽

Michael Z. Q. Chen

Keyword(s):

Fault Diagnosis ◽

Particle Filter ◽

Likelihood Ratio ◽

Stochastic Systems ◽

Linear Stochastic Systems ◽

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Gradient of the log-likelihood ratio for infinite dimensional stochastic systems

IEEE Transactions on Automatic Control ◽

10.1109/9.880646 ◽

2000 ◽

Vol 45 (9) ◽

pp. 1770-1774

Author(s):

R.P. Leland

Keyword(s):

Likelihood Ratio ◽

Stochastic Systems ◽

Infinite Dimensional ◽

Log Likelihood ◽

Log Likelihood Ratio

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FDI IN NONLINEAR STOCHASTIC SYSTEMS USING ADAPTIVE MONTE CARLO FILTERS AND LIKELIHOOD RATIO APPROACH

IFAC Proceedings Volumes ◽

10.3182/20020721-6-es-1901.00811 ◽

2002 ◽

Vol 35 (1) ◽

pp. 479-484

Author(s):

Ping Li ◽

Visakan Kadirkamanathan

Keyword(s):

Monte Carlo ◽

Likelihood Ratio ◽

Stochastic Systems ◽

Nonlinear Stochastic Systems ◽

Adaptive Monte Carlo ◽

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A likelihood ratio test for detecting patterns of disease-marker association

Annals of Human Genetics ◽

10.1017/s0003480097006349 ◽

1997 ◽

Vol 61 (4) ◽

pp. 335-350 ◽

Author(s):

A. P. MORRIS ◽

J. C. WHITTAKER ◽

R. N. CURNOW

Keyword(s):

Likelihood Ratio ◽

Likelihood Ratio Test ◽

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