Nonparametric sequential change-point detection by a vertically trimmed box method
IEEE Transactions on Information Theory
On-board Component Fault Detection and Isolation Using the Statistical Local Approach
Automatica (Journal of IFAC)
| Hi-index | 754.90 |
The comparison between optimal sequential and nonsequential (fixed-size sample) strategies in the problem of abrupt change detection and isolation is discussed. In particular, we show that sometimes a simple fixed-size sample algorithm is almost as efficient as an optimal sequential algorithm which leads to a burdensome number of arithmetical operations