Optimal detection of changing properties of random sequences. I: Nonsequential detection

zbMATH Open0645.93057MaRDI QIDQ1103575FDOQ1103575

Authors: Alexander G. Tartakovsky 

Publication date: 1987

Published in: Automation and Remote Control (Search for Journal in Brave)

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zbMATH Keywords

detection of a failureoptimal Bayesian nonsequential algorithm

Mathematics Subject Classification ID

Foundations and philosophical topics in statistics (62A01) Sufficient statistics and fields (62B05) Stochastic systems in control theory (general) (93E03) Estimation and detection in stochastic control theory (93E10)

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