Sequential detection of abrupt changes in spectral characteristics of digital signals

The problem of sequential detection of abrupt changes in the spectral behavior of a digital signal is addressed. This problem arises, for example, in the sequential segmentation of nonstationary digital signals such as speech, (EEG) electroencepholograms, (ECG) electrocardiogram, and geophysical signals. The limitations of a classical test will be emphasized, and some new algorithms will be presented and compared via a simulation study and from a theoretical point of view.