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Problemy Peredachi Informatsii, 1992, Volume 28, Issue 2, Pages 21–29
(Mi ppi1343)
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This article is cited in 2 scientific papers (total in 2 papers)
Methods of Signal Processing
Comparison of Some Sequential Rules for Detecting Changes in Distributions
A. G. Tartakovskii, I. A. Ivanova
Abstract:
The characteristics of Page's rule for detecting changes in distributions are established. These characteristics take into account the excesses over threshold and reflecting barriers and are used in the problem of detection of a Gaussian signal with an unknown appearance time from preprocessing results in prelimit situations. The accuracy of the proposed formulas and of the known asymptotic formulas for Shiryaev's rule is estimated. Page's and Shiryaev's change-detection rules are compared.
Received: 13.11.1990
Citation:
A. G. Tartakovskii, I. A. Ivanova, “Comparison of Some Sequential Rules for Detecting Changes in Distributions”, Probl. Peredachi Inf., 28:2 (1992), 21–29; Problems Inform. Transmission, 28:2 (1992), 117–124
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https://www.mathnet.ru/eng/ppi1343 https://www.mathnet.ru/eng/ppi/v28/i2/p21
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Abstract page: | 299 | Full-text PDF : | 166 |
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