| Abstract: | We have formulated the rules for determining optimal stop times for various functions of losses in the problem of the quickest detection of jump-like variation in signal parameters in continuous time. We have found expressions for the functions of a posteriori losses. It is shown that to solve the problem of the quickest detection of detuning one can use the algorithms for optimal r.m.s. estimation of the jump appearance time. N. I. Lobachevskii State University, Nizhny Novgorod, Russia. Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Radiofizika, Vol. 40, No. 10, pp. 1260–1276, October, 1997. |
