A simple recursive algorithm for diagnosis of abrupt changes in random signals

IEEE Transactions on Information Theory

Volumn 46, Issue 7, 2000, Pages 2740-2746

  Nikiforov, Igor V ^a  

^a UNIVERSITÉ DE TECHNOLOGIE DE TROYES   (France)

Author keywords

Kullback leibler information; Minimax detection; Sequential decision procedures; Sequential detection and isolation; Signal detection

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; MONTE CARLO METHODS; SIGNAL DETECTION; THEOREM PROVING;

KULLBACK-LEIBLER INFORMATION; MINIMAX DETECTION; RANDOM SIGNALS; RECURSIVE ALGORITHMS; SEQUENTIAL DECISION PROCEDURES;

INFORMATION THEORY;

EID: 0034316585     PISSN: 00189448     EISSN: None     Source Type: Journal    
DOI: 10.1109/18.887891     Document Type: Article

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