Sequential procedure for detecting divergence in a multichannel system

S. E. Vorobeychikov, V. V. Konev

    Research output: Contribution to journalArticlepeer-review

    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 languageEnglish
    Pages (from-to)29-36
    Number of pages8
    JournalSoviet journal of communications technology & electronics
    Volume36
    Issue number9
    Publication statusPublished - 1991

    ASJC Scopus subject areas

    • Engineering(all)

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