Referenced Items are not available for this document.
A class of dynamical algorithms for detecting a change of parameter in a statistical model is described. Using large deviation results, the author approximates the expected time between false alarms. The expected time delay for failure detection is approximated. These approximations provide a criterion to measure the delay for detection, which is easily computable within the whole class
Published in:
Automatic Control, IEEE Transactions on
(Volume:38
,
Issue:
1
)
Date of Publication: Jan 1993
- Page(s):
- 114 - 116
- ISSN :
- 0018-9286
- INSPEC Accession Number:
- 4392477
- Digital Object Identifier :
- 10.1109/9.186319
- Product Type:
- Journals & Magazines
- Date of Current Version :
- 06 August 2002
- Issue Date :
- Jan 1993
- Sponsored by :
- IEEE Control Systems Society
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