An conditionally optimal a posteriori algorithm for detection: the change of properties of a class of multidimensional signal

The problem of a posteriori detection of abrupt changes in the parameters of multidimensional autoregressive (AR) processes on the condition of full a priori uncertainty is considered. The main difference in the approach from the widely used ones is the pattern recognition statement of the problem....

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Bibliographic Details

Published in:	IEEE 1989 International Conference on Systems Engineering pp. 463 - 466
Main Authors:	Milosavljevic, Obradovic, Kovacevic
Format:	Conference Proceeding
Language:	English
Published:	IEEE 1989
Subjects:	Bayes procedures Parameter estimation Pattern recognition
Online Access:	Get full text
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