A new type of change-detection scheme based on the window-limited weighted likelihood ratios

作者：

Highlights：

• A new statistical distance measure is defined and its properties are analyzed.

• A new type of change-detection scheme based on the statistical distance is proposed.

• Simulation study favors the new scheme for detecting weak or decaying signals.

摘要

•A new statistical distance measure is defined and its properties are analyzed.•A new type of change-detection scheme based on the statistical distance is proposed.•Simulation study favors the new scheme for detecting weak or decaying signals.

论文关键词：Statistical distance,Statistical process control,Signal detection,Generalized likelihood ratio,Weighted likelihood ratio,Stochastic order

论文评审过程：Received 14 July 2016, Revised 11 October 2017, Accepted 24 October 2017, Available online 27 October 2017, Version of Record 5 November 2017.

论文官网地址：https://doi.org/10.1016/j.eswa.2017.10.051