Abstract
In this chapter we continue our analysis of non-stationary systems. After having shown in Chapter 4 how adaptive algorithms may be used to track non-stationary parameters, we shall now investigate ways of proceeding when the underlying system is subject to abrupt change.
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© 1990 Springer-Verlag Berlin Heidelberg
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Benveniste, A., Métivier, M., Priouret, P. (1990). Sequential Detection; Model Validation. In: Adaptive Algorithms and Stochastic Approximations. Applications of Mathematics, vol 22. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-75894-2_6
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DOI: https://doi.org/10.1007/978-3-642-75894-2_6
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-75896-6
Online ISBN: 978-3-642-75894-2
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