Sequential procedure for detecting divergence in a multichannel system

S. E. Vorobeychikov, V. V. Konev

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Аннотация

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.

Язык оригинала	Английский
Страницы (с-по)	29-36
Число страниц	8
Журнал	Soviet journal of communications technology & electronics
Том	36
Номер выпуска	9
Состояние	Опубликовано - 1991

ASJC Scopus subject areas

Engineering(all)

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