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

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.
Document type :
Journal articles
Complete list of metadatas

https://hal-utt.archives-ouvertes.fr/hal-02284309
Contributor : Jean-Baptiste Vu Van <>
Submitted on : Wednesday, September 11, 2019 - 4:23:10 PM
Last modification on : Monday, September 16, 2019 - 4:35:50 PM

Identifiers

Collections

Citation

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

Share

Metrics

Record views

6