Browsing by Publisher "BIRKHAUSER BOSTON INC"
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Publisher and Date:(BIRKHAUSER BOSTON INC, 2003)In this work detection of abrupt changes in continuous-time linear stochastic systems and selection of the sampling interval to improve the detection performance are considered. Cost functions are proposed to optimize both uniform and nonuniform sampling intervals for the well-known cumulative sum algorithm. Some iterative techniques are presented to make online optimization computationally feasible. It is shown that considerable improvement in the detection performance can be obtained by using ...