Detection of Changes in Random Processes, 1986, 240 pp., ISBN 0-911575-20-0, $86.00
Features recent research results in theory and application
in this currently active area, many hitherto not available in English.
Emphasizes Algorithms and experience gained in their use. Wide range of
applications covered: e.g., Random Fields and Image Segmenting, Tracking
Center Frequency of Signal in Noise, Detecting the Incidence of P-waves
in Seismic data. Edited by A.V. Balakrishnan.
TABLE OF CONTENTS
David Asatryan and Irina Safaryan
Nonparametric Methods for Detecting Changes in the Properties
of Random Sequences ..... 1
Rinad Batarshin
On the Detection of the "Disruption" of Dynamic Systems
..... 13
Boris Brodskij
A Nonparametric Algorithm for Sequential Detection of
"Disruption" of a Random Sequence with Improved Computational Properties
..... 24
Boris Brodskij and Boris Darkhovskij
The a posteriori Method of Detecting the Disruption
of a Random Field ..... 32
Nikolaj Burobin, Vadim Mottl? and Il’ya Muchnik
An Algorithm for Detection of the Instant of Multiple
Change of Properties of a Random Process Based on the Dynamic Programming
Method ..... 38
Boris Darkhovskij
A General Method for Estimating the Instant of Change
in the Probabilistic Characteristics of a Random Sequence ..... 47
Michail Fishman
Bayesian Mean Square Estimation of the Instant of One-Step
Shift of the Mean Level of White Gaussian Noise ..... 52
Mikhail Grishin, Alexander Dobrovidov, and Natal’ya
Polonnikova
Image Segmentation ..... 55
Marijus Jurgutis
Comparison of Statistical Properties of Estimates of
the Instant of Change in Autoregressive Sequence Parameters ..... 63
Vytautas Kaminskas and Kestutis Sidlauskas
Sequential Detection of a Change in the Properties of
an Autoregressive Time Series ..... 74
Yurij Kharin
Detection of Disruptions of the Markov Type in a Random
Sequence of Multidimensional Observations ..... 80
Nerute Kligiene
Explicit Expressions for Estimates of the Instant of
Change of Parameters of Distributions and Their Statistical Properties
..... 88
Antanas Lipeika
On the Determination of the Instants of Change in the
Properties of Multidimensional Autoregressive Sequence with Unknown Parameters
..... 101
Joana Lipeikiene
The M-Estimate of the Instant of Change in the Properties
of Autoregressive Sequences ..... 108
Vidmantas Malinauskas and Antanas Lipeika
Determination of the Instants of Changes in the Properties
of Long Multivariate Autoregressive Random Sequences ..... 118
Gennadij Medvedev and Viktor Kazachenok
Estimation of the Discontinuous Regression Function .....
124
Vadim Mottl?and Vladimir Yakovlev
Estimation of Reiterative Values of Parameters of a Random
Process with Multivariable Properties ..... 130
Igor Nikiforov
Sequential Detection of Changes in Time Series Properties
Based on a Modified Cumulative Sum Algorithm ..... 142
Igor Nikiforov, Ivan Tikhonov, and Tamara Mikhajlova
Algorithms for Detecting Changes of Properties of Time
Series in Primary Interpretation of Seismic Information ..... 151
Alexander Tartakovskij
Optimal Sequential Detection of a Signal with Random
Appearance Time ..... 161
Laimutis Telksnys
The Reliability and Resolution of Detecting the Instants
of Change in Properties of Random Sequences ..... 175
Andrej Trifonov and Vladimir Butejko
The Effectiveness of Detection Algorithms and Estimates
of Change in a Wiener Process ..... 184
Andrej Trifonov, Sergej Galun, and Elena Derevyagina
Detection of the Instant of Change in the Properties
of a Gaussian Random Signal on the Basis of Observations Corrupted by Weak
Noise ..... 194
Andrej Trifonov and Vladimir Parfenov
The Determination of the Instant of Change of the Central
Frequency of the Spectral Density of a Gaussian Random Signal Based on
Observations Corrupted by Strong Noise ..... 206
Sergej Vorobejchikov and Viktor Konev
Detection of Disruption of Random Processes of the Recursive
Type ..... 217
Transliteration Table (Russian-English) ..... 226