Optimal detection of changing properties of random sequences. I: Nonsequential detection (Q1103575)
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scientific article; zbMATH DE number 4053484
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimal detection of changing properties of random sequences. I: Nonsequential detection |
scientific article; zbMATH DE number 4053484 |
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Optimal detection of changing properties of random sequences. I: Nonsequential detection (English)
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1987
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An optimal Bayesian nonsequential algorithm of detection of a failure of a stochastic process observed at discrete instants of time is constructed. Recursion formulas are presented for the averaged likelihood ratio and the a posteriori probability of a failure, both of them being sufficient statistics. In case of independent observations these statistics are proved to be nonhomogeneous Markov functions. Examples are also presented. [For part II see the following review.]
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optimal Bayesian nonsequential algorithm
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detection of a failure
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0.9542051553726196
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0.8481126427650452
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0.8393424153327942
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