Fastest detection of the time at which the probability characteristics of a random sequence change
zbMATH Open0541.93061MaRDI QIDQ794993FDOQ794993
Authors: Boris Brodsky, B. S. Darkhovskij
Publication date: 1983
Published in: Automation and Remote Control (Search for Journal in Brave)
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- scientific article; zbMATH DE number 4062413
Reliability and life testing (62N05) Random fields (60G60) Signal detection and filtering (aspects of stochastic processes) (60G35) Sequential estimation (62L12) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Estimation and detection in stochastic control theory (93E10)
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- Recognition of short-time specific random elements in random sequences
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