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Journal articles
Quadratic tests for detection of abrupt changes in multivariate signals
Abstract : This article considers the problem of detecting abrupt changes in the mean of a multivariate Gaussian random signal. A fixed sample size /spl chi//sup 2/-test is compared against the optimum sequential tests (/spl chi//sup 2/-CUSUM and /spl chi//sup 2/-GLR).
https://hal-utt.archives-ouvertes.fr/hal-02358879
Contributor : Jean-Baptiste VU VAN Connect in order to contact the contributor
Submitted on : Tuesday, November 12, 2019 - 11:12:43 AM
Last modification on : Sunday, June 26, 2022 - 4:37:48 AM
Contributor : Jean-Baptiste VU VAN Connect in order to contact the contributor
Submitted on : Tuesday, November 12, 2019 - 11:12:43 AM
Last modification on : Sunday, June 26, 2022 - 4:37:48 AM