Quickest detection of an abrupt change in a random sequence with finite change-time

DOI10.1109/18.340471zbMath0826.94003OpenAlexW2146121993MaRDI QIDQ4850298

Yong Liu, Steven D. Blostein

Publication date: 4 December 1995

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

Full work available at URL: https://doi.org/10.1109/18.340471

zbMATH Keywords

random sequencesequential detectionsignal change detectioncumulative sum testssignal changes

Mathematics Subject Classification ID

Computing methodologies for image processing (68U10) Pattern recognition, speech recognition (68T10) Detection theory in information and communication theory (94A13)

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Maximum likelihood ratio detection of abrupt state change for MIMO linear systems based on frequency domain data

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