Anne Rougée, Michèle Basseville, Albert Benveniste, George V. Moustakides. Optimum robust detection of changes in the AR part of a multivariable ARMA process. IEEE Transactions on Automatic Control, AC-32(12):1116-1120, December 1987.
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@article{rougee-ac87,
Author = {Rougée, Anne and Basseville, Michèle and Benveniste, Albert and Moustakides, George V.},
Title = {Optimum robust detection of changes in the {AR} part of a multivariable {ARMA} process},
Journal = {IEEE Transactions on Automatic Control},
Volume = {AC-32},
Number = {12},
Pages = {1116--1120},
Month = {December},
Year = {1987}
}
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