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Sequential multi-chart detection procedures for detecting changes in multichannel sensor systems are developed. In the case of complete information on pre-change and post-change distributions, the detection algorithm represents a likelihood ratio-based multichannel generalization of Page’s cumulative sum (CUSUM) test that is applied to general stochastic models that may include correlated and nonstationary...
In this rejoinder, we address all or almost all comments that have been provided by the discussants. In particular, we include additional references to literature related to change-point detection as well as to intrusion detection; analyze distributions of stopping times of the CUSUM and Shiryaev–Roberts detection procedures under the no change hypothesis in more detail; and provide an overview of...
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