Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State–Space Systems

DOI10.1109/TIT.2008.929964MaRDI QIDQ3604932zbMATH OpenOpenAlexFDO

Authors Ghislain Verdier, Nadine Hilgert, Jean-Pierre Vila

Publication date 24 February 2009

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2008.929964

Mathematics Subject Classification ID

Sequential statistical analysis (62L10) Detection theory in information and communication theory (94A13)

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Cited in

(6)

• Optimal input design for the detection of changes towards unknown hypotheses
• Nonparametric particle filtering approaches for identification and inference in nonlinear state-space dynamic systems
• scientific article; zbMATH DE number 841938 (Why is no real title available?)
• Enhanced consistency of the resampled convolution particle filter
• Change detection for uncertain autoregressive dynamic models through nonparametric estimation
• Sequential detection of transient changes in stochastic-dynamical systems

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