A suboptimal quadratic change detection scheme

DOI10.1109/18.868480zbMath0997.94006OpenAlexW1979594555MaRDI QIDQ2705931

I. V. Nikiforov

Publication date: 19 March 2001

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.868480

zbMATH Keywords

Kullback-Leibler informationsignal detectionminimax detectionsequential decision proceduresGaussian random signalsquadratic change detection algorithm

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Measures of information, entropy (94A17)

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Detection and Diagnosis of Unknown Abrupt Changes Using CUSUM Multi-Chart Schemes ⋮ Sequential detection/isolation of abrupt changes ⋮ Detection and Diagnosis of Distribution Changes of Degree Ratio in Complex Networks

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