Information bounds and quick detection of parameter changes in stochastic systems
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Publication:4701220
DOI10.1109/18.737522zbMath0955.62084OpenAlexW2112072995MaRDI QIDQ4701220
Publication date: 21 November 1999
Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/18.737522
Kullback-Leibler informationsequential detectioncomposite moving average schemesgeneralized likelihood ratio detectors
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