"Optimality of CUSUM Rule Approximations in Change-Point Detection ..."

Ghislain Verdier, Nadine Hilgert, Jean-Pierre Vila (2008)

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DOI: 10.1109/TIT.2008.929964

access: closed

type: Journal Article

metadata version: 2020-03-10

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Ghislain Verdier, Nadine Hilgert, Jean-Pierre Vila:
Optimality of CUSUM Rule Approximations in Change-Point Detection Problems: Application to Nonlinear State-Space Systems. IEEE Trans. Inf. Theory 54(11): 5102-5112 (2008)

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