Matrix CUSUM: A recursive multi-hypothesis change detection algorithm

T. Oskiper, H. Vincent Poor

Research output: Contribution to journalConference article

2 Scopus citations

Abstract

The detection algorithm developed by Nikiforov is not recursive and has very high complexity. As an alternative, a recursive algorithm based on Page's CUSUM rule is proposed. This algorithm, as shown by two lemmas, satisfies the asymptotic optimality result of Nikiforov's algorithm.

Original languageEnglish (US)
Number of pages1
JournalIEEE International Symposium on Information Theory - Proceedings
StatePublished - Sep 12 2001
Event2001 IEEE International Symposium on Information Theory (ISIT 2001) - Washington, DC, United States
Duration: Jun 24 2001Jun 29 2001

All Science Journal Classification (ASJC) codes

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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