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A new method for studying some statistical failure detection algorithms

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1 Author(s)
de Cambry, O. ; Groupe ESIEE, Noisy le Grand, France

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 )