• DocumentCode
    1538261
  • Title

    Quadratic tests for detection of abrupt changes in multivariate signals

  • Author

    Nikiforov, Igor V.

  • Author_Institution
    Dept. de Genie des Syst. d´´Inf. et de Decision, Univ. de Technol. de Troyes, France
  • Volume
    47
  • Issue
    9
  • fYear
    1999
  • fDate
    9/1/1999 12:00:00 AM
  • Firstpage
    2534
  • Lastpage
    2538
  • Abstract
    This article considers the problem of detecting abrupt changes in the mean of a multivariate Gaussian random signal. A fixed sample size χ2-test is compared against the optimum sequential tests (χ2-CUSUM and χ2-GLR)
  • Keywords
    Gaussian processes; maximum likelihood detection; random processes; signal sampling; CUSUM test; GLR; MLE; abrupt changes detection; fixed sample size; maximum likelihood detector; mean; multivariate Gaussian random signal; optimum sequential tests; quadratic tests; sequential detector; Change detection algorithms; Delay effects; Detection algorithms; Ellipsoids; Gaussian distribution; Probability; Sequential analysis; Signal to noise ratio; Testing; Vectors;
  • fLanguage
    English
  • Journal_Title
    Signal Processing, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    1053-587X
  • Type

    jour

  • DOI
    10.1109/78.782197
  • Filename
    782197
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=1538261