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Avtomatika i Telemekhanika, 1983, Issue 10, Pages 5–56
(Mi at5224)
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This article is cited in 23 scientific papers (total in 23 papers)
Surveys
Methods to determine the times when the properties of randor processes change
N. Kligene, L. Tel'ksnis Vil'nus
Abstract:
The 1954-1980 papers on detection of changes in the statistical properties of correlated random processes are surveyed. Situations are considered where random processes are one-dimensional and multidimensional both in continuous and discrete time. Procedures for detection of changes in the properties from samples of random processes of fixed and variable length are described. Methods for estimation of the solution accuracy are discussed. The methods for detection of changes in the properties of random! processes are comparatively analyzed.
Received: 14.10.1982
Citation:
N. Kligene, L. Tel'ksnis, “Methods to determine the times when the properties of randor processes change”, Avtomat. i Telemekh., 1983, no. 10, 5–56; Autom. Remote Control, 44:10 (1983), 1241–1283
Linking options:
https://www.mathnet.ru/eng/at5224 https://www.mathnet.ru/eng/at/y1983/i10/p5
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