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Journal of Automation and Information Sciences
SJR: 0.238 SNIP: 0.464 CiteScore™: 0.27

ISSN 印刷: 1064-2315
ISSN オンライン: 2163-9337

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Journal of Automation and Information Sciences

DOI: 10.1615/JAutomatInfScien.v31.i7-9.110
pages 64-68

The Algorithm of Finding of Change Moments of Bernoulli's Sequence Parameters

M. N. Savchuk
V. F. Sinyavskiy

要約

A Bernulli's sequence is investigated. It is admitted that changes (switches) of the probability characteristics of the sequence take place in sequential random instants of time. The task is to detect these moments and construct estimations for them. The algorithm for construction of the necessary estimations of these random moments of switching is developed. It imposes the least limitations on the interval distributions between the moments. The algorithm is constructed in view of specific properties of the sequence under consideration. It does not lead to laborious calculations.


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