Change detection with unknown post-change parameter using Kiefer-Wolfowitz method

We consider a change detection problem with an unknown post-change parameter. The optimal algorithm in minimizing worst case detection delay subject to a constraint on average run length, referred as parallel CUSUM, is computationally expensive. We propose a low complexity algorithm based on paramet...

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Vydané v:	Proceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998) s. 3919 - 3923
Hlavní autori:	Singamasetty, Vijay, Nair, Navneeth, Bhashyam, Srikrishna, Pachai Kannu, Arun
Médium:	Konferenčný príspevok..
Jazyk:	English
Vydavateľské údaje:	IEEE 01.03.2017
Predmet:	average run length Change detection algorithms Convergence CUSUM Delays Detection delay false alarm probability Kiefer-Wolfowitz algorithm Mathematical model Tuning
ISSN:	2379-190X
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