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Quadratic tests for detection of abrupt changes in multivariate signals

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1 Author(s)
Nikiforov, I.V. ; Dept. de Genie des Syst. d''Inf. et de Decision, Univ. de Technol. de Troyes, France

This article considers the problem of detecting abrupt changes in the mean of a multivariate Gaussian random signal. A fixed sample size χ2-test is compared against the optimum sequential tests (χ2-CUSUM and χ2-GLR)

Published in:

Signal Processing, IEEE Transactions on  (Volume:47 ,  Issue: 9 )

Date of Publication:

Sep 1999

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