Detecting changes in the rate Poisson process
Detecting changes in the rate Poisson process
Detecting changes in the rate Poisson process
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Outl<strong>in</strong>e<br />
Overview of <strong>the</strong> change detection<br />
problem<br />
CUSUM test and Lorden’s criterion<br />
The <strong>Poisson</strong> disorder problem<br />
CUSUM average run length for <strong>Poisson</strong><br />
<strong>process</strong>es<br />
CUSUM optimality <strong>in</strong> <strong>the</strong> sense of Lorden<br />
G.V. Moustakides: <strong>Detect<strong>in</strong>g</strong> <strong>changes</strong> <strong>in</strong> <strong>the</strong> <strong>rate</strong> of a <strong>Poisson</strong> <strong>process</strong> 2
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