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Two strategies in the problem of change detection and isolation

Abstract : The comparison between optimal sequential and nonsequential (fixed-size sample) strategies in the problem of abrupt change detection and isolation is discussed. In particular, we show that sometimes a simple fixed-size sample algorithm is almost as efficient as an optimal sequential algorithm which leads to a burdensome number of arithmetical operations.
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https://hal-utt.archives-ouvertes.fr/hal-02365833
Contributor : Jean-Baptiste Vu Van <>
Submitted on : Friday, November 15, 2019 - 3:21:49 PM
Last modification on : Saturday, November 16, 2019 - 1:42:11 AM

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Igor Nikiforov. Two strategies in the problem of change detection and isolation. IEEE Transactions on Information Theory, Institute of Electrical and Electronics Engineers, 1997, 43 (2), pp.770-776. ⟨10.1109/18.556138⟩. ⟨hal-02365833⟩

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