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Sequential non-bayesian detection/isolation of abrupt changes with some applications

Abstract : The problem of sequential non-bayesian abrupt change detection and isolation is addressed in the paper. The goal is to discuss some typical criteria of optimality, several algorithms and to examine their statistical properties. We also discuss how to deal with nuisance parameters and how to integrate the nuisance parameters in the statistical decision-making process. To illustrate the theoretical results, the problem of navigation system integrity monitoring and the problem of volume anomaly monitoring in network traffic flows are considered.
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https://hal-utt.archives-ouvertes.fr/hal-02883314
Contributor : Jean-Baptiste Vu Van <>
Submitted on : Monday, June 29, 2020 - 8:43:56 AM
Last modification on : Tuesday, June 30, 2020 - 3:33:13 AM

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  • HAL Id : hal-02883314, version 1

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Igor Nikiforov. Sequential non-bayesian detection/isolation of abrupt changes with some applications. Xth International Conference “System Identification and Control Problems”, SICPRO’15, Jan 2015, Moscow, Russia. pp.19-31. ⟨hal-02883314⟩

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