A simple recursive algorithm for diagnosis of abrupt changes in random signals
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Publication:2706015
DOI10.1109/18.887891zbMath1002.94514OpenAlexW2159818132MaRDI QIDQ2706015
Publication date: 19 March 2001
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/a80308ecb71e0b5c800da9316e42efea47428c0d
Kullback-Leibler informationsignal detectionminimax detectionrandom signalssequential decision proceduressequential detection and isolation
Detection theory in information and communication theory (94A13) General topics in the theory of algorithms (68W01)
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