Quadratic tests for detection of abrupt changes in multivariate signals
نویسنده
چکیده
This correspondence considers the problem of detecting abrupt changes in the mean of a multivariate Gaussian random signal. A fixed sample size -test is compared against the optimum sequential tests ( -CUSUM and -GLR).
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ورودعنوان ژورنال:
- IEEE Trans. Signal Processing
دوره 47 شماره
صفحات -
تاریخ انتشار 1999