DETECTING CHANGES IN SIGNALS AND SYSTEMS - A SURVEY

The purpose of this paper is the presentation of a tentative general framework for change detection in signals and systems. It is based upon a non-exhaustive survey of available methods. The main emphasis is placed upon statistical (parametric) methods for detection, which are presented according to the increasing order of complexity of the change problem. Another noticeable feature is the joint presentation of two commonly disconnected aspects, namely the generation of the signals to be monitored and the design of statistical decision rules.