41,947 research outputs found
Automatic telemetry checkout system
Telemetry checkout station is designed to automatically perform measurements on the vehicle telemetry. Its features include real-time digitizing and computer controlled station setup, data processing, and self-check. The station can handle a wide variety of automatic tests by changing its computer programs
Multiple optimality properties of the Shewhart test
For the problem of sequential detection of changes, we adopt the probability
maximizing approach in place of the classical minimization of the average
detection delay, and propose modified versions of the Shiryaev, Lorden and
Pollak performance measures. For these alternative formulations, we demonstrate
that the optimum sequential detection scheme is the simple Shewhart rule.
Interestingly, we can also solve problems which under the classical setup have
been open for many years, as optimum change detection with time varying
observations or with multiple post-change probability measures. For the last
case, we also offer the exact solution for Lorden's original setup when the
average false alarm period is within certain limits.Comment: 31 page
Sequential change detection revisited
In sequential change detection, existing performance measures differ
significantly in the way they treat the time of change. By modeling this
quantity as a random time, we introduce a general framework capable of
capturing and better understanding most well-known criteria and also propose
new ones. For a specific new criterion that constitutes an extension to
Lorden's performance measure, we offer the optimum structure for detecting a
change in the constant drift of a Brownian motion and a formula for the
corresponding optimum performance.Comment: Published in at http://dx.doi.org/10.1214/009053607000000938 the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
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