A generalized Shiryayev sequential probability ratio test for change detection and isolation

DOI10.1109/9.780416zbMath0957.90040OpenAlexW2158794342MaRDI QIDQ4506886

Durga P. Malladi, Jason L. Speyer

Publication date: 17 October 2000

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.780416

zbMATH Keywords

hypothesis testingfault isolationShiryayev sequential probability ratio test

Mathematics Subject Classification ID

Reliability, availability, maintenance, inspection in operations research (90B25) Sequential statistical analysis (62L10)

Related Items (5)

Application of a fault detection filter to structural health monitoring ⋮ A multivariate descriptor method for change-point detection in nonlinear time series ⋮ A Fixed-Size Sample Strategy for the Sequential Detection and Isolation of Non-Orthogonal Alternatives ⋮ An optimal two-stage algorithm for highly maneuvering targets tracking ⋮ Discussion on “Quickest Detection Problems: Fifty Years Later” by Albert N. Shiryaev

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