Two strategies in the problem of change detection and isolation

DOI10.1109/18.556138zbMATH Open0879.93047OpenAlexW2165001115MaRDI QIDQ4340355FDOQ4340355

Authors: Igor Nikiforov 

Publication date: 25 January 1998

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

Full work available at URL: https://doi.org/10.1109/18.556138

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zbMATH Keywords

hypothesis testingabrupt change detection and isolationfixed-size sampleoptimal sequential algorithm

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13) Estimation and detection in stochastic control theory (93E10)

Cited In (8)

• A generalized change detection problem
• A lower bound for the detection/isolation delay in a class of sequential tests
• A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives
• Sequential detection/isolation of abrupt changes
• Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
• A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems
• A generalized Shiryayev sequential probability ratio test for change detection and isolation
• Change-point detection for continuous processes with high-frequency sampling

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