Adaptive Systems

On robustness in detection of change in the shift parameter of a random sequence

M. E. Byvaikov, A. A. Romashchev

Moscow

Abstract: Plain robust algorithms for detection of a change (error) in the shift parameter of a random sequence in the presence of offshoot noise. The mean time from the start of observation to a report on the error is computed.

UDC: 519.248


Received: 18.01.1988

 English version: Automation and Remote Control, 1989, 50:7, 963–967

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