• DocumentCode
    300449
  • Title

    On two new criteria of optimality for the problem of sequential change diagnosis

  • Author

    Nikiforov, Igor V.

  • Author_Institution
    LAIL, CNRS, Lille, France
  • Volume
    1
  • fYear
    1995
  • fDate
    21-23 Jun 1995
  • Firstpage
    97
  • 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;
  • fLanguage
    English
  • Publisher
    ieee
  • Conference_Titel
    American Control Conference, Proceedings of the 1995
  • Conference_Location
    Seattle, WA
  • Print_ISBN
    0-7803-2445-5
  • Type

    conf

  • DOI
    10.1109/ACC.1995.529215
  • Filename
    529215