Shaikshavali Chitraganti, Samir Aberkane, Christophe Aubrun. Statistical properties of exponentially weighted moving average algorithm for change detection. In Proceedings of the 51th IEEE Conference on Decision and Control, CDC 2012, December 10-13, 2012, Maui, HI, USA. pages 574-578, IEEE, 2012. [doi]
Abstract is missing.