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).
Igor V. Nikiforov. Sequential Detection of Changes in Stochastic Systems. 2nd IFAC Workshop on Adaptive Systems in Control and Signal Processing 1986, Jun 1986, Lund, Switzerland. pp.321-327, ⟨10.1016/S1474-6670(17)55981-9⟩. ⟨hal-02884637⟩