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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).
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Submitted on : Tuesday, November 12, 2019 - 11:12:43 AM
Last modification on : Sunday, June 26, 2022 - 4:37:48 AM

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Igor V. Nikiforov. Quadratic tests for detection of abrupt changes in multivariate signals. IEEE Transactions on Signal Processing, Institute of Electrical and Electronics Engineers, 1999, 47 (9), pp.2534-2538. ⟨10.1109/78.782197⟩. ⟨hal-02358879⟩

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