This article is cited 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.

UDC: 519.262.4


Received: 05.01.1981

 English version: Automation and Remote Control, 1982, 43:6, 782–790

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