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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).
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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




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⟩



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