Measuring the Moment and the Magnitude of the Abrupt Change of the Gaussian Process Bandwidth

[1] Zhigljavsky, A.A., Krasnovsky, A.E. (1988). Detection of the Abrupt Change of Random Processes in Radio Engineering Problems. Leningrad State University. (in Russian)Search in Google Scholar

[2] Kligene, N., Tel'ksnis, L. (1983). Methods to determine the times when the properties of random processes change. Automation and Remote Control, 41 (10), 1241-1283.Search in Google Scholar

[3] Basseville, M., Nikiforov, I.V. (1993). Detection of Abrupt Changes: Theory and Application. Prentice-Hall.Search in Google Scholar

[4] Konev, V., Vorobeychikov, S. (2017). Quickest detection of parameter changes in stochastic regression: Nonparametric CUSUM. IEEE Transactions on Information Theory, 63 (9), 5588-5602.10.1109/TIT.2017.2673825Search in Google Scholar

[5] Hanus, R., Kowalczyk, A., Chorzȩpa, R. (2018). Application of conditional averaging to time delay estimation of random signals. Measurement Science Review, 18 (4), 130-137.10.1515/msr-2018-0019Search in Google Scholar

[6] Trifonov, A.P., Nechaev, E.P., Parfenov, V.I. (1991). Detection of Stochastic Signals with Unknown Parameters. Voronezh State University. (in Russian)Search in Google Scholar

[7] Van Trees, H.L., Bell, K.L., Tian, Z. (2013). Detection, Estimation, and Modulation Theory: Part I - Detection, Estimation, and Filtering Theory. Wiley.Search in Google Scholar

[8] Chernoyarov, O.V., Shahmoradian, M.M., Kalashnikov, K.S. (2016). The decision statistics of the Gaussian signal against correlated Gaussian interferences. In 2016 International Conference on Mathematical, Computational and Statistical Sciences and Engineering, 30-31 October 2016, Shenzhen, China. DEStech Publications, 426-431.Search in Google Scholar

[9] Trifonov, А.P., Shinakov, Yu.S. (1986). Joint Discrimination of Signals and Estimation of their Parameters against Background. Radio i Svyaz'. (in Russian)Search in Google Scholar

[10] Chernoyarov, O.V., Sai Si Thu Min, Salnikova, A.V., Shakhtarin, B.I., Artemenko, A.A. (2014). Application of the local Markov approximation method for the analysis of information processes processing algorithms with unknown discontinuous parameters. Applied Mathematical Sciences, 8 (90), 4469-4496.10.12988/ams.2014.46415Search in Google Scholar

[11] Kailath, T. (1966). Some integral equations with nonrational kernals. IEEE Transactions on Information Theory, 12 (4), 442-447.10.1109/TIT.1966.1053925Search in Google Scholar

[12] Chernoyarov, O.V., Salnikova, A.V., Rozanov, A.E., Marcokova, M. (2014). Statistical characteristics of the magnitude and location of the greatest maximum of Markov random process with piecewise constant drift and diffusion coefficients. Applied Mathematical Sciences, 8 (147), 7341-7357.10.12988/ams.2014.49740Search in Google Scholar

[13] Zakharov, A.V., Pronyaev, E.V., Trifonov, A.P. (2001). Detection of step random disturbance. Izvestiya Akademii Nauk. Teoriya i Sistemy Upravleniya, (6), 29-37.Search in Google Scholar