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A simple monitor of a system with sudden parameter changes

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1 Author(s)

Performance of a monitor using a geometric moving-average (GMA) of observations of a system subject to sudden changes is related to parameters describing some aspects of the changes and to parameters of the monitor. Monitor parameters to optimize performance are determined numerically for an example of practical interest.

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Information Theory, IEEE Transactions on  (Volume:22 ,  Issue: 2 )