Title :
Detection and isolation of abrupt changes in random signals
Author_Institution :
Univ. de Technol. de Troyes, France
Abstract :
The problem of detecting and isolating abrupt changes in signals and systems with random disturbances is addressed. A simple recursive change detection/isolation algorithm is proposed. It is shown that its statistical properties are close to an asymptotic optimal solution
Keywords :
pattern recognition; random processes; signal processing; statistical analysis; stochastic processes; abrupt changes; asymptotic optimal solution; detection; isolation; random disturbances; random signals; recursive change detection/isolation algorithm; statistical properties; Change detection algorithms; Delay; Fault detection; Fault diagnosis; Isolation technology; Radar detection; Radar signal processing; Signal processing algorithms; Sonar detection; Steady-state;
Conference_Titel :
Information Theory, 1998. Proceedings. 1998 IEEE International Symposium on
Conference_Location :
Cambridge, MA
Print_ISBN :
0-7803-5000-6
DOI :
10.1109/ISIT.1998.708605
