Method of discovery of anomalous values on basis of method of multiple estimates of the investigated realization of no stationary of casual process

Method of discovery of anomalous values on basis of method of multiple estimates of the investigated realization of no stationary of casual process

Information and Signal Processing

Authors:

Marchuk Vladimir I. Tokareva Svetlana V.

Abstract:

We present the adaptive method of finding of anomalous values in the analysis of no stationary of casual process, which is based on adaptation of threshold at the fixed value of probability of error of the first kind.