Quadratic tests for detection of abrupt changes in multivariate signals

DOI10.1109/78.782197zbMath0979.94026OpenAlexW2081958160MaRDI QIDQ2732847

I. V. Nikiforov

Publication date: 9 August 2001

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/12bd7175727dbf4f5231ea2cc4d4efb8f8ff0ee7

zbMATH Keywords

change detectionmultivariate Gaussian random signal

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

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