Another method for detecting changes in a signal is based on change detection algorithms.

An expected behaviour of a system is compared to the actual behaviour and a change or a fault is detected by the algorithm.

In a noisy system it can be difficult to detect small changes and therefore it can be useful to introduce a statistical test based on the log-likelihood ratio.

The test is a hypothesis test where a probability density function is attached to each hypothesis.

A hypothesis test is used to detect a change in either mean or variance of a signal.


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