Authors
Igor Nikiforov,
Title
Sequential detection/isolation of abrupt changes with some applications
In
YANDEX School of Data Analysis “Machine Learning and Very Large Data Sets
Pages
1
Publisher
Yandex
Year
2013
Publisher's URL
https://yandexdataschool.com/conference/program/nikiforov
Indexed by
Abstract
The problem of change diagnosis (detection and isolation) in random signals and dynamical systems is addressed in the presentation. Statistical decision tools for detecting and isolating abrupt changes in the properties of random signals and dynamical systems have numerous applications, from on-line fault diagnosis in complex technical systems to detection of signals with unknown arrival time in geophysics, radar and sonar signal processing.
Affiliations
Offprint