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

Igor V. Nikiforov (1)

1 LM2S - Laboratoire Modélisation et Sûreté des Systèmes

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.

Domaines: Performance et fiabilité [cs.PF]

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⟩