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Conference papers
Sequential Detection of Changes in Stochastic Systems
Abstract : The paper deals with the analysis of sequential detecting of the changes occurring in etochastic signals and systems properties. The author investigates the properties of a cumulative sum algorithm and its utilization in the models of stochastic signals of the autoregressive moving average type (ARMA).
https://hal-utt.archives-ouvertes.fr/hal-02884637
Contributor : Jean-Baptiste VU VAN Connect in order to contact the contributor
Submitted on : Tuesday, June 30, 2020 - 9:21:02 AM
Last modification on : Tuesday, July 14, 2020 - 11:04:10 AM
Contributor : Jean-Baptiste VU VAN Connect in order to contact the contributor
Submitted on : Tuesday, June 30, 2020 - 9:21:02 AM
Last modification on : Tuesday, July 14, 2020 - 11:04:10 AM