Cumulative sums for detection of changes in random process characteristics

zbMath0418.93064MaRDI QIDQ1132036

I. V. Nikiforov

Publication date: 1979

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

zbMATH Keywords

sensitivitydetectionrandom process characteristics

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03)

Related Items

Detection and diagnosis of changes in the eigenstructure of nonstationary multivariable systems ⋮ A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim