Matrix CUSUM: A recursive multi-hypothesis change detection algorithm

T. Oskiper, H. Vincent Poor

Research output: Contribution to journalConference articlepeer-review

3 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)
Pages (from-to)19
Number of pages1
JournalIEEE International Symposium on Information Theory - Proceedings
StatePublished - 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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