False alarm and correct detection probabilities over a time interval for restricted classes of failure detection algorithms

DOI10.1109/TIT.1982.1056529zbMath0496.93052OpenAlexW2080421037MaRDI QIDQ3960563

T. H. Kerr

Publication date: 1982

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

Full work available at URL: https://doi.org/10.1109/tit.1982.1056529

zbMATH Keywords

failure detectionlevel-crossing problemdetection teststhreshold comparisons

Mathematics Subject Classification ID

Gaussian processes (60G15) Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Quadratic programming (90C20) Estimation and detection in stochastic control theory (93E10) Sample path properties (60G17) Markov processes: hypothesis testing (62M02)

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