(1) Department of Electrical-Electronics Engineering, Bo¢gazic¸i University, Bebek, Istanbul, 34342, Turkey
Abstract:
In this work, detection of abrupt changes in continuous-time linear stochasticsystems and selection of the sampling interval to improve the detection performance areconsidered. Cost functions are proposed to optimize both uniform and nonuniform samplingintervals for the well-known cumulative sum algorithm. Some iterative techniquesare presented to make online optimization computationally feasible. It is shown that considerableimprovement in the detection performance can be obtained by using nonuniformsampling intervals.