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Optimal detection of changing properties of random sequences. I: Nonsequential detection - MaRDI portal

Optimal detection of changing properties of random sequences. I: Nonsequential detection

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Publication:1103575

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zbMath0645.93057MaRDI QIDQ1103575

Alexander G. Tartakovsky

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

detection of a failure optimal Bayesian nonsequential algorithm

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Estimation and detection in stochastic control theory (93E10) Stochastic systems in control theory (general) (93E03) Sufficient statistics and fields (62B05)

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