A lower bound for the detection/isolation delay in a class of sequential tests

Abstract

We address the problem of minimax detecting and isolating abrupt changes in random signals. The criterion of optimality consists in minimizing the maximum mean detection/isolation delay for a given maximum probability of false isolation and mean time before a false alarm. It seems that such a criterion has many practical applications especially for safety… (More)
DOI: 10.1109/TIT.2003.818398

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