How to find CUSUM of a single state vector whose observation are comming at different time instant?

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I have a vector of final size 1xN i.e X = [x1,x2,.....xn]. Elements of vector are coming each time instant one by one. How to apply (MATLAB Code) CUSUM here to detect any anomaly in sudden change in a particular time instant.

Antworten (1)

Rishik Ramena
Rishik Ramena am 7 Dez. 2020
You could use the cummulative sum block. You can find examples here.

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