A generalized change detection problem

DOI10.1109/18.370109zbMath0826.93064OpenAlexW2165258227MaRDI QIDQ4840882

I. V. Nikiforov

Publication date: 1 August 1995

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

Full work available at URL: https://doi.org/10.1109/18.370109

zbMATH Keywords

algorithmlinear stochastic modelssequential change detection/isolation

Mathematics Subject Classification ID

Estimation and detection in stochastic control theory (93E10) Markov processes: hypothesis testing (62M02)

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