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Multiple hypothesis testing with application in vibrating signals analysis

The change detection and diagnosis methods have gained considerable attention in scientif c research and appears to be the central issue in various application areas. These applications need some robust change detection schemes to work well and separate the changes in the experimental conditions from the real changes in the system, especially for systems with arbitrary and non-stationary known or unknown inputs. The objective of the paper is to develop a such kind of change detection and diagnosis scheme, able to discriminate the model parameter and noise variance changes. Finally, we include some Monte-Carlo simulations for change detection in a second order FIR model and experimental results obtained in analysis of seismic signals, using the proposed approach.