Anotace:
The paper focuses on the application of smoothing in multiple model change detection for stochastic systems. In a typical multiple model change detection scheme, the decisions are made based on ?ltering estimates of an unmeasured state of an observed system. Since better estimates of the state lead to ?ner decisions, a higher quality of estimates is of great interest. The way to improve the decisions considered in this paper consists in deferring decisions and using more precise smoothing estimates instead of the ?ltering ones. As a result, the decisions of a higher quality are obtained at the cost of delaying that decisions. The approach introduces a new level of the compromise between the quality of decisions and the delay for detection that is inherent in all change detection methods.