SEQUENTIAL PROCEDURE FOR DETECTING DISORDER IN A DIFFUSION PROCESS.

S. E. Vorobeychikov, V. V. Konev

    Результат исследований: Материалы для журналаСтатья

    Выдержка

    The problem of the rapid detection of the instant when the properties of a signal, described by a stochastic differential equation, change, is discussed. It is assumed that the form of the drift function changes at the instant of 'disorder'. On the basis of a sequential analysis a decision procedure for detecting disorder is constructed and its properties are investigated. The results are illustrated by the example of detecting the instant of an abrupt change in the parameters of the spectrum of a Gaussian Markov process.

    Язык оригиналаАнглийский
    Страницы (с-по)34-42
    Число страниц9
    ЖурналSoviet journal of communications technology & electronics
    Том32
    Номер выпуска4
    СостояниеОпубликовано - апр 1987

    Отпечаток

    Markov processes
    Differential equations

    ASJC Scopus subject areas

    • Engineering(all)

    Цитировать

    SEQUENTIAL PROCEDURE FOR DETECTING DISORDER IN A DIFFUSION PROCESS. / Vorobeychikov, S. E.; Konev, V. V.

    В: Soviet journal of communications technology & electronics, Том 32, № 4, 04.1987, стр. 34-42.

    Результат исследований: Материалы для журналаСтатья

    Vorobeychikov, S. E. ; Konev, V. V. / SEQUENTIAL PROCEDURE FOR DETECTING DISORDER IN A DIFFUSION PROCESS. В: Soviet journal of communications technology & electronics. 1987 ; Том 32, № 4. стр. 34-42.
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