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- W2042536443 abstract "In this study work we introduce a technically sim- ple way of the detection of an abrupt change in parameters of fast fluctuating Gaussian processes in the conditions of parametric prior uncertainty. For this purpose, we suggest new approxima- tions of solving statistics under various hypotheses. As an exam- ple of the mathematical expectation jumping of a random process, the appropriate detection algorithm is synthesized and the me- thod of finding of the analytical expressions for the characteris- tics of its operating effectiveness is illustrated. Applying statistic- al computer modeling, we have found that the proposed method of the detection of the abrupt changes in parameters of fast- fluctuating random processes is operable, and the theoretical formulas for the detection characteristics well conform with the corresponding experimental data in a wide range of parameter values of the analyzed process." @default.
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- W2042536443 date "2014-01-01" @default.
- W2042536443 modified "2023-09-27" @default.
- W2042536443 title "The New Approach to the Detection of the Abrupt Change of Fast Fluctuating Random Processes in the Conditions of Parametric Prior Uncertainty" @default.
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- W2042536443 doi "https://doi.org/10.2991/acta-14.2014.3" @default.
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