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The problem of sequential detection of abrupt changes in the spectral behavior of a digital signal is addressed. This problem arises, for example, in the sequential segmentation of nonstationary digital signals such as speech, (EEG) electroencepholograms, (ECG) electrocardiogram, and geophysical signals. The limitations of a classical test will be emphasized, and some new algorithms will be presented and compared via a simulation study and from a theoretical point of view.
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Basseville et al. (1983) studied this question.
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