Information bounds and quick detection of parameter changes in stochastic systems (Q4701220)

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scientific article; zbMATH DE number 1365150
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Information bounds and quick detection of parameter changes in stochastic systems
scientific article; zbMATH DE number 1365150

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    Information bounds and quick detection of parameter changes in stochastic systems (English)
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    21 November 1999
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    generalized likelihood ratio detectors
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    composite moving average schemes
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    Kullback-Leibler information
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    sequential detection
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