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Non-bayesian sequential change detection/isolation with nuisance parameters
by
Igor Nikiforov
Professor, Head of LM2S, UTT/ICD/LM2S FRE 2848, 12, rue Marie Curie - BP 2060, 10010 Troyes Cedex - FRANCE
The problem of sequential change detection/isolation is addressed in the paper. The goal is to discuss how to deal with nuisance parameters. Several optimality criteria in the quickest change detection/isolation problem are discussed. To illustrate the theoretical results, the problem of navigation system integrity monitoring is considered. Some new unexpected aspects of the change detection and isolation theory are presented. It turns out that these recently identified problems are of key interest for safety-critical applications.
Date received: March 11, 2007
Copyright © 2007 by the author(s). The author(s) of this document and the organizers of the conference have granted their consent to include this abstract in Atlas Conferences Inc. Document # cauc-39.