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.
|Number of pages||8|
|Journal||Soviet journal of communications technology & electronics|
|Publication status||Published - 1991|
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