Nonparametric Detection of Changes in System Characteristics.
Luc Devroye, G.L. Wise · Defense Technical Information Center (DTIC) · 1977
A stochastic system with unknown structure and random inputs is considered. Two sequences of corresponding input-output pairs are observed over two disjoint observation intervals. It is desired to decide whether or not the system characteristics changed between the two observation periods. A localized version of the Kolmogorov-Smirnov statistic is introduced and discussed in this context. (Author)