Robustness in detecting a change in the location parameter of a random sequence

MaRDI QIDQ918592zbMATH OpenFDO

Authors M. E. Byvajkov, A. A. Romashchev

Publication date 1989

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

robust algorithmslocation parameterchange point problemaverage timecriterion of cumulative sumsovershoot noisesequential failure detection

Mathematics Subject Classification ID

Parametric inference (62F99) Robustness and adaptive procedures (parametric inference) (62F35) Sequential statistical methods (62L99)

Recommendations

• Fastest detection of the time at which the probability characteristics of a random sequence change
• Optimal detection of changing properties of random sequences. I: Nonsequential detection
• scientific article; zbMATH DE number 4062413
• Optimal detection of changing properties of random sequences. II: Sequential detection
• Detection of changes in the mean of a sequence of random variables

Cited in

(2)

• Fastest detection of the time at which the probability characteristics of a random sequence change
• Concerning an adaptive algorithm for detecting disharmonies in random sequences

This page was built for publication: Robustness in detecting a change in the location parameter of a random sequence

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q918592)