Matrix CUSUM: A recursive multi-hypothesis change detection algorithm

T. Oskiper; H. Vincent Poor

Matrix CUSUM: A recursive multi-hypothesis change detection algorithm

Research output: Contribution to journal › Conference article › peer-review

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 language	English (US)
Number of pages	1
Journal	IEEE International Symposium on Information Theory - Proceedings
State	Published - Sep 12 2001
Event	2001 IEEE International Symposium on Information Theory (ISIT 2001) - Washington, DC, United States Duration: Jun 24 2001 → Jun 29 2001

All Science Journal Classification (ASJC) codes

Theoretical Computer Science
Information Systems
Modeling and Simulation
Applied Mathematics

Cite this

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title = "Matrix CUSUM: A recursive multi-hypothesis change detection algorithm",

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.",

author = "T. Oskiper and Poor, {H. Vincent}",

year = "2001",

month = sep,

day = "12",

language = "English (US)",

journal = "IEEE International Symposium on Information Theory - Proceedings",

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note = "2001 IEEE International Symposium on Information Theory (ISIT 2001) ; Conference date: 24-06-2001 Through 29-06-2001",

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T2 - 2001 IEEE International Symposium on Information Theory (ISIT 2001)

AU - Oskiper, T.

AU - Poor, H. Vincent

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N2 - 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.

AB - 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.

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M3 - Conference article

AN - SCOPUS:0034856427

SN - 2157-8095

JO - IEEE International Symposium on Information Theory - Proceedings

JF - IEEE International Symposium on Information Theory - Proceedings

Y2 - 24 June 2001 through 29 June 2001

ER -

Matrix CUSUM: A recursive multi-hypothesis change detection algorithm

Abstract

All Science Journal Classification (ASJC) codes

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