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Recent Results on 'Approximations to Optimal Alarm Systems for Anomaly Detection'

机译:关于“异常检测最佳报警系统近似”的最新结果

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An optimal alarm system and its approximations may use Kalman filtering for univariate linear dynamic systems driven by Gaussian noise to provide a layer of predictive capability. Predicted Kalman filter future process values and a fixed critical threshold can be used to construct a candidate level-crossing event over a predetermined prediction window. An optimal alarm system can be designed to elicit the fewest false alarms for a fixed detection probability in this particular scenario.

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