On the first-order optimality of an algorithm for detection of a fault in the vector case (Q1342626)
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scientific article; zbMATH DE number 710865
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the first-order optimality of an algorithm for detection of a fault in the vector case |
scientific article; zbMATH DE number 710865 |
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On the first-order optimality of an algorithm for detection of a fault in the vector case (English)
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19 February 1995
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stopping time
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optimal detection of a fault
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decision function
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Gaussian random sequence
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Kullback-Leibler information
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minimax Lorden test
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\(\chi^ 2\)-cumulative sum algorithm
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0.7652834057807922
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0.7580525875091553
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