Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
From MaRDI portal
Recommendations
- Information bounds and quick detection of parameter changes in stochastic systems
- A generalized change detection problem
- Sequential detection/isolation of abrupt changes
- A generalized Shiryayev sequential probability ratio test for change detection and isolation
- Fault detection and isolation in non-linear stochastic systems—A combined adaptive Monte Carlo filtering and likelihood ratio approach
Cited in
(40)- Adaptive threshold computation for CUSUM-type procedures in change detection and isolation problems
- Detection and identification of potential faults via multi-level hypotheses testing
- Multisource Bayesian sequential binary hypothesis testing problem
- Minimax and pointwise sequential changepoint detection and identification for general stochastic models
- Detection and identification of changes of hidden Markov chains: asymptotic theory
- Multichart schemes for detecting changes in disease incidence
- Sequential detection/isolation of abrupt changes
- Sequential Change-Point Detection in State-Space Models
- Asymptotic optimized CUSUM and EWMA multi-charts for jointly detecting and diagnosing unknown change
- Minimax Methods for Multihypothesis Sequential Testing and Change-Point Detection Problems
- Multidecision Quickest Change-Point Detection: Previous Achievements and Open Problems
- Sequential change-point detection when the pre- and post-change parameters are unknown
- A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives
- Multistage tests of multiple hypotheses
- Sequential Detection of Change-Points in Linear Models
- Asymptotically optimal Bayesian sequential change detection and identification rules
- A mathematical framework for new fault detection schemes in nonlinear stochastic continuous-time dynamical systems
- Orthogonal series generalized likelihood ratio test for failure detection and isolation
- Step-up and step-down methods for testing multiple hypotheses in sequential experiments
- Sequential Testing for Fault Detection in Multiply-Redundant Systems
- A generalized Shiryayev sequential probability ratio test for change detection and isolation
- Asymptotically optimal methods for sequential testing of composite hypotheses
- Asymptotically optimal methods of early change-point detection
- The optimized CUSUM and EWMA multi-charts for jointly detecting a range of mean and variance change
- Sequential Generalized Likelihood Ratios and Adaptive Treatment Allocation for Optimal Sequential Selection
- scientific article; zbMATH DE number 6401910 (Why is no real title available?)
- Asymptotically optimal methods of change-point detection for composite hypotheses
- Discussion on “Sequential detection/isolation of abrupt changes” by Igor V. Nikiforov
- Author's response
- Discussion on ``Quickest detection problems: fifty years later by Albert N. Shiryaev
- Discussion on “Optimal Sequential Surveillance for Finance, Public Health, and Other Areas” by Marianne Frisén
- A discussion on ``Detection of intrusions in information systems by sequential change-point methods by Tartakovsky, Rozovskii, Blažek, and Kim
- Model misspecification in discrete time Bayesian online change detection
- Quickest change detection in statistically periodic processes with unknown post-change distribution
- Truncated sequential change-point detection for Markov chains with applications in the epidemic statistical analysis
- Sequential change diagnosis revisited and the Adaptive Matrix CuSum
- Authors' response
- To minimize the expected total sampling cost in sequential testing about a random vector
- Automatic optimality control method for the distributed discrete-time Kalman filter
- Sequential change-point detection for mixing random sequences under composite hypotheses
This page was built for publication: Sequential multiple hypothesis testing and efficient fault detection-isolation in stochastic systems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4545760)
