Parcourir par sujet "CUSUM"
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Decentralized CUSUM change detection
(2006)We consider the problem of decentralized change detection using the CUSUM test. More than one sensors acquire independent signals and send their quantized version to a fusion center that uses this information to detect a ... -
Optimal and asymptotically optimal cusum rules for change point detection in the Brownian motion model with multiple alternatives
(2006)This work examines the problem of sequential change detection in the constant drift of a Brownian motion in the case of multiple alternatives. As a performance measure an extended Lorden's criterion is proposed. When the ... -
Optimality of the CUSUM procedure in continuous time
(2004)The optimality of CUSUM under a Lorden-type criterion setting is considered. We demonstrate the optimality of the CUSUM test for lto processes, in a sense similar to Lorden's, but with a criterion that replaces expected ...