Abstract:
The main result of this paper is contained in expression (2.46), which shows that as in the Neyman–Pearson method the mean delay time τ(T;N) for detecting the disorder (the object) depends on the number of directions N (along one of which the disorder appears) and on the mean time T between two false alarms.
Citation:
A. N. Shiryaev, “On the Detection of Disorder in a Manufacturing Process. II”, Teor. Veroyatnost. i Primenen., 8:4 (1963), 431–443; Theory Probab. Appl., 8:4 (1963), 402–413
This publication is cited in the following 8 articles:
Igor V. Nikiforov, “Sequential detection/isolation of abrupt changes”, Sequential Analysis, 35:3 (2016), 268
Eric D. Siggia, Massimo Vergassola, “Decisions on the fly in cellular sensory systems”, Proc. Natl. Acad. Sci. U.S.A., 110:39 (2013)
Lionel Fillatre, Igor Nikiforov, “A Fixed-Size Sample Strategy for the Sequential Detection and Isolation of Non-Orthogonal Alternatives”, Sequential Analysis, 29:2 (2010), 176
Lionel Fillatre, Igor Nikiforov, “Fixed Size Sample Strategy for Change Detection and Isolation of Non-Orthogonal Faults”, IFAC Proceedings Volumes, 42:8 (2009), 283
A. N. Shiryaev, “On Stochastic Models and Optimal Methods in the Quickest Detection Problems”, Theory Probab. Appl., 53:3 (2009), 385–401
I.V. Nikiforov, Proceedings of the 1998 American Control Conference. ACC (IEEE Cat. No.98CH36207), 1998, 751
I.V. Nikiforov, “Two strategies in the problem of change detection and isolation”, IEEE Trans. Inform. Theory, 43:2 (1997), 770
Edward Chow, Alan Willsky, “Bayesian Design of Decision Rules for Failure Detection”, IEEE Trans. Aerosp. Electron. Syst., AES-20:6 (1984), 761
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