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Journal Articles IEEE Transactions on Information Theory Year : 2003

A lower bound for the detection/isolation delay in a class of sequential tests

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Abstract

We address the problem of minimax detecting and isolating abrupt changes in random signals. The criterion of optimality consists in minimizing the maximum mean detection/isolation delay for a given maximum probability of false isolation and mean time before a false alarm. It seems that such a criterion has many practical applications, especially for safety-critical applications, in monitoring dangerous industrial processes and also when the decision should be made in a hostile environment. The redundant strapdown inertial reference unit integrity monitoring problem is discussed. An asymptotic lower bound for the mean detection/isolation delay is given.
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Dates and versions

hal-02284309 , version 1 (11-09-2019)

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Igor V. Nikiforov. A lower bound for the detection/isolation delay in a class of sequential tests. IEEE Transactions on Information Theory, 2003, 49 (11), pp.3037-3047. ⟨10.1109/TIT.2003.818398⟩. ⟨hal-02284309⟩
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