A lower bound for the detection/isolation delay in a class of sequential tests
A lower bound for the detection/isolation delay in a class of sequential tests
复制标题
一类顺序测试中检测/隔离延迟的下限
DOI：
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发表时间：
2003
影响因子：
2.5
通讯作者：
I. Nikiforov
中科院分区：
文献类型：
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作者：
I. Nikiforov
我们解决了极大极小值检测和隔离随机信号突变的问题。最优性准则包括在给定最大假隔离概率和假警报前的平均时间下最小化最大平均检测/隔离延迟。这样的标准似乎有许多实际应用，特别是对安全至关重要的应用，在监测危险的工业过程中，以及在敌对环境中做出决定时。讨论了冗余捷联惯性参考单元完整性监测问题。给出了平均检测/隔离延迟的渐近下界。
We address the problem of minimax detecting and isolating abrupt changes in random signals. The criterion of optimality consists in minimizing the maximum mean detection/isolation delay for a given maximum probability of false isolation and mean time before a false alarm. It seems that such a criterion has many practical applications, especially for safety-critical applications, in monitoring dangerous industrial processes and also when the decision should be made in a hostile environment. The redundant strapdown inertial reference unit integrity monitoring problem is discussed. An asymptotic lower bound for the mean detection/isolation delay is given.