Nonuniform sampling for detection of abrupt changes (Q1429417)

For discrete-time statistical change detection methods, the influence of the sampling interval is considered. Different schemes for selecting uniform and nonuniform sampling intervals are proposed. The conflicting goals of reducing the detection delay as well as the false alarm rate are combined in choosing a suitable cost function. This method is presented here for the detection of a change from a known hypothesis to another known one. A simulation example is given.