Sequential Detection of Transient Changes

• Published in: Sequential analysis Vol. 31; no. 4; pp. 528 - 547
• Main Authors: Guépié, Blaise Kévin, Fillatre, Lionel, Nikiforov, Igor
• Format: Journal Article
• Language: English
• Published: Philadelphia Taylor & Francis Group 01.10.2012; Taylor & Francis Ltd; Taylor & Francis
• Subjects: Algorithms; Change detection; Computer Science; Criteria; Decision theory; Detection algorithms; Drinking water; Environmental monitoring; Failure detection; False alarms; Mathematical analysis; Monitoring; Optimization; Probability; Signal and Image Processing; Signal detection; Signaling; Statistical analysis; Transient signals; Upper bounds; Water pollution

This article addresses the transient change detection problem. It is assumed that a change occurs at an unknown (but nonrandom) change-point and the duration of post-change period is finite and known. A latent detection-that is, a detection that occurs after signal disappearance-is considered as a m...