Abstract
The problem of detecting the instant when a change in signal properties occurs in a multichannel system is examined. It is assumed that the observed process in each channel is described by stochastic differential equations. The form of the drift function changes at the instant of divergence. A procedure for detecting the divergence is proposed and its properties are analyzed.
| Original language | English |
|---|---|
| Pages (from-to) | 29-36 |
| Number of pages | 8 |
| Journal | Soviet journal of communications technology & electronics |
| Volume | 36 |
| Issue number | 9 |
| Publication status | Published - 1991 |
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ASJC Scopus subject areas
- Engineering(all)
Cite this
Sequential procedure for detecting divergence in a multichannel system. / Vorobeychikov, S. E.; Konev, V. V.
In: Soviet journal of communications technology & electronics, Vol. 36, No. 9, 1991, p. 29-36.Research output: Contribution to journal › Article
}
TY - JOUR
T1 - Sequential procedure for detecting divergence in a multichannel system
AU - Vorobeychikov, S. E.
AU - Konev, V. V.
PY - 1991
Y1 - 1991
N2 - The problem of detecting the instant when a change in signal properties occurs in a multichannel system is examined. It is assumed that the observed process in each channel is described by stochastic differential equations. The form of the drift function changes at the instant of divergence. A procedure for detecting the divergence is proposed and its properties are analyzed.
AB - The problem of detecting the instant when a change in signal properties occurs in a multichannel system is examined. It is assumed that the observed process in each channel is described by stochastic differential equations. The form of the drift function changes at the instant of divergence. A procedure for detecting the divergence is proposed and its properties are analyzed.
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UR - http://www.scopus.com/inward/citedby.url?scp=0026381552&partnerID=8YFLogxK
M3 - Article
AN - SCOPUS:0026381552
VL - 36
SP - 29
EP - 36
JO - Soviet journal of communications technology & electronics
JF - Soviet journal of communications technology & electronics
SN - 8756-6648
IS - 9
ER -