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Conference Papers Year : 1987

Sequential Detection of Changes in Stochastic Systems

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Igor V. Nikiforov
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  • PersonId : 830412

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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Dates and versions

hal-02884637 , version 1 (30-06-2020)

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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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