Detection of abrupt changes in signals and dynamical systems : Some statistical aspects

Abstract

The aim of this paper is to present to the signal processing community some points of this detection problem, with a particular emphasis on the statistical aspects, leaving out the system theoretic aspects, which are of great importance in the control context, or, more generally, in the case of multichannel signal processing. A briel overview is presented of some of the issues developped in the CNRS - conference : "Detection de ruptures dans les Modeles Dynamiques de Signaux et Systemes" held in Paris, on March 21–22 — (CNRS - 1984).