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 <>
Submitted on : Tuesday, November 12, 2019 - 11:12:43 AM Last modification on : Wednesday, November 13, 2019 - 1:42:11 AM
Igor 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⟩