Title :
Two strategies in the problem of change detection and isolation
Author :
Nikiforov, Igor V.
Author_Institution :
Univ. de Technol. de Troyes, France
fDate :
3/1/1997 12:00:00 AM
Abstract :
The comparison between optimal sequential and nonsequential (fixed-size sample) strategies in the problem of abrupt change detection and isolation is discussed. In particular, we show that sometimes a simple fixed-size sample algorithm is almost as efficient as an optimal sequential algorithm which leads to a burdensome number of arithmetical operations
Keywords :
probability; signal detection; signal sampling; change detection; fixed-size sample algorithm; isolation; optimal nonsequential strategy; optimal sequential strategy; signal detection; statistical hypothesis testing; Bayesian methods; Change detection algorithms; Delay effects; Detection algorithms; Frequency selective surfaces; History; Random sequences; Sequential analysis; Signal detection; Testing;
Journal_Title :
Information Theory, IEEE Transactions on
