A Lower Bound for the Detection/Isolation Delay in a Class of Sequential Tests

  • Nikiforov I
  • 9

    Readers

    Mendeley users who have this article in their library.
  • 25

    Citations

    Citations of this article.

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-critical applications, in monitoring dangerous industrial processes and also when the decision should be made in a hostile environment. The redundant strapdown inertial reference unit integrity monitoring problem is discussed. An asymptotic lower bound for the mean detection/isolation delay is given.

Author-supplied keywords

  • Asymptotic optimality
  • Lower bound
  • Minimax change detection/isolation
  • Navigation system integrity monitoring
  • Recursive algorithm

Get free article suggestions today

Mendeley saves you time finding and organizing research

Sign up here
Already have an account ?Sign in

Find this document

Authors

  • Igor V. Nikiforov

Cite this document

Choose a citation style from the tabs below

Save time finding and organizing research with Mendeley

Sign up for free