Publication Type:

Conference Proceedings


Proc. of IEEE Conference on Decision and Control, IEEE, Maui, Hawaii, USA, p.574-578 (2012)



active fault tolerant control systems, AFTCS design, change detection algorithm, control system synthesis, delay, Delays, Detection algorithms, detection delay, EWMA algorithm, exponentially weighted moving average algorithm, false alarms, Fault detection, Fault tolerance, Markov processes, moving average processes, Probability density function, probability distribution, statistical distributions, statistical properties, Yttrium


In this paper, the statistical properties of a change detection algorithm are considered. More specifically, we considered the exponentially weighted moving average (EWMA) algorithm. Analytical expressions for the probability distribution of detection delay and the time between false alarms are proposed, and the results are validated by simulations. The results can be used in examining the abrupt changes in a signal, and also in the design of active fault tolerant control systems.

Cite this Research Publication

Chitraganti Shaikshavali, S., A., and C., A., “Statistical properties of exponentially weighted moving average algorithm for change detection”, Proc. of IEEE Conference on Decision and Control. IEEE, Maui, Hawaii, USA, pp. 574-578, 2012.