Asymptotic performance of a multichart CUSUM test under false alarm probability constraint

Proceedings of the 44th IEEE Conference on Decision and Control, and the European Control Conference, CDC-ECC '05

Volumn 2005, Issue , 2005, Pages 320-325

  Tartakovsky, Alexander G ^a,b  

^a IEEE   (United States)

^b UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Asymptotic optimality; Change point detection; False alarm probability; Multichart CUSUM test; Renewal theory; Sequential detection

Indexed keywords

ASYMPTOTIC OPTIMALITY; CHANGE-POINT DETECTION; FALSE ALARM PROBABILITY; MULTICHART CUSUM TEST; RENEWAL THEORY; SEQUENTIAL DETECTION;

ASYMPTOTIC STABILITY; CONSTRAINT THEORY; MEASUREMENT THEORY; PROBABILITY; PROBLEM SOLVING;

ALARM SYSTEMS;

EID: 33847199765     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2005.1582175     Document Type: Conference Paper

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