Title :
On two new criteria of optimality for the problem of sequential change diagnosis
Author :
Nikiforov, Igor V.
Author_Institution :
LAIL, CNRS, Lille, France
Abstract :
Addresses the problem of detecting and isolating abrupt changes in systems with random disturbances. In this paper the author establishes two new criteria of optimality for this problem. The author defines two classes of change detection and isolation algorithms, gives an asymptotically optimal solution to the above problems, investigates the statistical properties of the proposed algorithm and proves optimality theorems for each case
Keywords :
minimisation; monitoring; probability; random processes; statistical analysis; asymptotically optimal solution; change detection and isolation; optimality criteria; optimality theorem; random disturbances; sequential change diagnosis; statistical properties; Aerospace control; Change detection algorithms; Event detection; Isolation technology; Monitoring; Radar detection; Radar signal processing; Signal processing algorithms; Sonar detection; Sonar navigation;
Conference_Titel :
American Control Conference, Proceedings of the 1995
Conference_Location :
Seattle, WA
Print_ISBN :
0-7803-2445-5
DOI :
10.1109/ACC.1995.529215
