Two strategies in the problem of change detection and isolation

Igor V. Nikiforov (1)

1 LM2S - Laboratoire Modélisation et Sûreté des Systèmes

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.

Domaines: Mathématiques [math]

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