Abstract
A class of dynamical algorithms for detecting a change of parameter in a statistical model is described. Using large deviation results, the author approximates the expected time between false alarms. The expected time delay for failure detection is approximated. These approximations provide a criterion to measure the delay for detection, which is easily computable within the whole class.< <ETX xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink">></ETX>
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