ARC Code TI: Optimal Alarm System Design and Implementation

An optimal alarm system can robustly predict a level-crossing event that is specified over a fixed prediction horizon. The code contained in this packages provides the tools necessary to design an optimal alarm system for a simple stationary linear dynamic system driven by white Gaussian noise.

一个最优的警报系统能够稳健地预测在固定预测范围内指定的过零事件。该包中包含的代码提供了设计针对简单静态线性动态系统，并受白高斯噪声驱动的最优警报系统所需的工具。