Sequential Changepoint Detection in Quality Control and Dynamical Systems
综述了统计与工程文献中多种序列检测方法，提出统一理论，并给出计算和存储需求低、性能接近最优的检测规则，适合在线应用。
SUMMARY After a brief survey of a large variety of sequential detection procedures that are widely scattered in statistical references on quality control and engineering references on fault detection and signal processing, we study some open problems concerning these procedures and introduce a unified theory of sequential changepoint detection. This theory leads to a class of sequential detection rules which are not too demanding in computational and memory requirements for on-line implementation and yet are nearly optimal under several performance criteria.