On the first-order optimality of an algorithm for detection of a fault in the vector case

zbMath0810.93057MaRDI QIDQ1342626

I. V. Nikiforov

Publication date: 19 February 1995

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

zbMATH Keywords

stopping timeKullback-Leibler informationdecision function\(\chi^ 2\)-cumulative sum algorithmGaussian random sequenceminimax Lorden testoptimal detection of a fault

Mathematics Subject Classification ID

Gaussian processes (60G15) Minimax procedures in statistical decision theory (62C20) Estimation and detection in stochastic control theory (93E10) Stopping times; optimal stopping problems; gambling theory (60G40)

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