DocumentCode
1311706
Title
Two strategies in the problem of change detection and isolation
Author
Nikiforov, Igor V.
Author_Institution
Univ. de Technol. de Troyes, France
Volume
43
Issue
2
fYear
1997
fDate
3/1/1997 12:00:00 AM
Firstpage
770
Lastpage
776
Abstract
The comparison between optimal sequential and nonsequential (fixed-size sample) strategies in the problem of abrupt change detection and isolation is discussed. In particular, we show that sometimes a simple fixed-size sample algorithm is almost as efficient as an optimal sequential algorithm which leads to a burdensome number of arithmetical operations
Keywords
probability; signal detection; signal sampling; change detection; fixed-size sample algorithm; isolation; optimal nonsequential strategy; optimal sequential strategy; signal detection; statistical hypothesis testing; Bayesian methods; Change detection algorithms; Delay effects; Detection algorithms; Frequency selective surfaces; History; Random sequences; Sequential analysis; Signal detection; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/18.556138
Filename
556138
Link To Document