Sequential detection of transient changes in stochastic-dynamical systems

MaRDI QIDQ2803788zbMATH OpenFDO

Authors Van Long Do, Igor Nikiforov, Lionel Fillatre

Publication date 2 May 2016

Published in Journal de la Société Française de Statistique (Search for Journal in Brave)

Full work available at URL http://journal-sfds.fr/article/view/481/

zbMATH Keywords

criterion of optimalityCUSUM-based algorithmcyber/physical attacksprobability of false alarmprobability of missed detectionstochastic-dynamical systemstransient change detection

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Optimal stopping in statistics (62L15) Applications of statistics in engineering and industry; control charts (62P30)

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Cited in

(4)

• scientific article; zbMATH DE number 1222401 (Why is no real title available?)
• Sequential detection of transient changes
• Change Detection in Complex Dynamical Systems Using Intrinsic Phase and Amplitude Synchronization
• Sequential Detection of an Arbitrary Transient Change Profile by the FMA Test

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