A simple recursive algorithm for diagnosis of abrupt changes in random signals

DOI10.1109/18.887891zbMath1002.94514OpenAlexW2159818132MaRDI QIDQ2706015

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://semanticscholar.org/paper/a80308ecb71e0b5c800da9316e42efea47428c0d

zbMATH Keywords

Kullback-Leibler informationsignal detectionminimax detectionrandom signalssequential decision proceduressequential detection and isolation

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13) General topics in the theory of algorithms (68W01)

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