A simple recursive algorithm for diagnosis of abrupt changes in random signals (Q2706015)

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scientific article; zbMATH DE number 1578603
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    A simple recursive algorithm for diagnosis of abrupt changes in random signals
    scientific article; zbMATH DE number 1578603

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      A simple recursive algorithm for diagnosis of abrupt changes in random signals (English)
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      19 March 2001
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      Kullback-Leibler information
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      minimax detection
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      sequential detection and isolation
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      sequential decision procedures
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      signal detection
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      random signals
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