Detecting changes in signals and systems - a survey (Q1108252)

This is a survey paper devoted to an actual and important problem arising in speech and image recognition and in monitoring of systems: change detection in signal and systems. It is based on a large amount of papers (79 references) most of them issued after 1980. The paper treats the stochastic approach to the problem, the deterministic one is only reported. The general tool upon which the attention is focused is the likelihood ratio approach whose associated algorithms can be directly and easily implemented. Some important situations are extensively discussed: detecting jumps in the (stochastic) mean, changes in the spectral properties or eigenstructure, etc. The paper will be undoubtly of great use to those working in the area of the above mentioned domain.