Input-output properties of the Page-Hinkley detector

DOI10.1016/J.SYSCONLE.2011.04.004MaRDI QIDQ553374zbMATH OpenOpenAlexFDO

Authors László Gerencsér, Cecilia Prosdocimi

Publication date 27 July 2011

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.sysconle.2011.04.004

zbMATH Keywords

exponential inequalities\(L\)-mixingfalse alarm ratePage-Hinkley detector

Mathematics Subject Classification ID

Nonlinear systems in control theory (93C10) Input-output approaches in control theory (93D25)

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Cites work

• scientific article; zbMATH DE number 425941 (Why is no real title available?)
• scientific article; zbMATH DE number 1203244 (Why is no real title available?)
• scientific article; zbMATH DE number 926772 (Why is no real title available?)
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• Almost sure exponential stability of random linear differential equations
• An improved bound for the exponential stability of predictive filters of hidden Markov models
• Applied Probability and Queues
• Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
• CONTINUOUS INSPECTION SCHEMES
• Detection of abrupt changes: theory and application
• Identification of hidden Markov models -- uniform LLN-s
• Inference about the change-point from cumulative sum tests
• Information bounds and quick detection of parameter changes in stochastic systems
• Iterated Random Functions
• Markov chains and stochastic stability
• On a class of mixing processes
• Procedures for Reacting to a Change in Distribution
• Quickest Detection
• SPRT and CUSUM in hidden Markov models

Cited in

(1)

• Robust and nonlinear control literature survey (No. 26)

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