Title :
Matrix CUSUM: a recursive multi-hypothesis change detection algorithm
Author :
Oskiper, Taragay ; Poor, H. Vincent
Author_Institution :
Dept. of Electr. Eng., Princeton Univ., NJ, USA
Abstract :
A new recursive M-ary change detection algorithm is described
Keywords :
information theory; matrix algebra; M-ary change detection algorithm; matrix CUSUM; recursive multihypothesis change detection; Algorithm design and analysis; Change detection algorithms; Delay; Density functional theory; Detection algorithms; Distribution functions; Iron; Minimax techniques; Random variables; Statistical distributions;
Conference_Titel :
Information Theory, 2001. Proceedings. 2001 IEEE International Symposium on
Conference_Location :
Washington, DC
Print_ISBN :
0-7803-7123-2
DOI :
10.1109/ISIT.2001.935882
