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Avtomatika i Telemekhanika, 1982, Issue 6, Pages 95–106
(Mi at5549)
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This article is cited in 4 scientific papers (total in 4 papers)
Stochastic Systems
Detection and estimation of the time when the poisson flow intensity changes
S. A. Galun, A. P. Trifonov Voronezh
Abstract:
A maximal likelihood and a threshold algorithms for estimation and detection of the fault time are considered. Asymptotically accurate expressions are presented for characteristics of these algorithms and applicability ranges of these formulae are given. The threshold algorithm is found to reduce the average analysis time but to lead to significant losses in estimating the fault time in comparison with the estimate provided by the maximum likelihood algorithm.
Received: 05.01.1981
Citation:
S. A. Galun, A. P. Trifonov, “Detection and estimation of the time when the poisson flow intensity changes”, Avtomat. i Telemekh., 1982, no. 6, 95–106; Autom. Remote Control, 43:6 (1982), 782–790
Linking options:
https://www.mathnet.ru/eng/at5549 https://www.mathnet.ru/eng/at/y1982/i6/p95
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Statistics & downloads: |
Abstract page: | 168 | Full-text PDF : | 84 | First page: | 2 |
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