The detection of change problems TDC and DC, presented and examined in Chapters 1 through 6, have been limited to the two-state case only. In defining the two problems in Chapter 2, we have assumed two mutually exclusive states, labelled S0 and S1, and a unique and irrevocable ‘random’ change from S0 to S1, associated with a change from f0(x) to f1(x). An obvious extension of problems TDC and DC
... [Show full abstract] is to detection of change processes consisting of more than two distinguishable states. Several such processes may be formulated, depending upon the number of states, the structure of the matrix of transitions among the various states, and the kind of delay and error losses. In the ensuing presentation such processes will be referred to as multi-state detection of change processes