\begin{thebibliography}{}

\bibitem[Basseville and Nikiforov, 1993]{basseville:1993}
Basseville, M. and Nikiforov, I. (1993).
\newblock {\em Detection of Abrupt Changes: Theory and Applications},
\newblock New York: Prentice-Hall.

\bibitem[Boozer, 1971]{boozer:1971}
Boozer, D.~D. (1971).
\newblock On Innovation Sequence Testing of the Kalman Filter.
\newblock {\em Teledyne Brown Engineering}, (1): 251--256.

\bibitem[Borodkin and Mottl, 1976]{borodkin:1976}
Borodkin, L.~I. and Mottl, V.~V. (1976).
\newblock Algorithm for Finding the Jump Times of Random Process Equation
  Parameters.
\newblock {\em Automation and Remote Control}, 37(6): 23--32.

\bibitem[Caines, 1988]{caines:1988}
Caines, P.~E. (1988).
\newblock {\em Linear Stochastic Systems},
\newblock New York: John Wiley \& Sons.

\bibitem[Gaines, 1971]{gaines:1971}
Gaines, H.~T. (1971).
\newblock Flight Test of a Kalman Filter Doppler Aided Strapdown Inertial
  Navigator.
\newblock In {\em Proc. Nat. Aerospace Electron. Conf.}, New York.

\bibitem[Ghosh and Sen, 1991]{ghosh:1991}
Ghosh, B.~K. and Sen, P.~K. (1991).
\newblock {\em Handbook of Sequential Analysis},
\newblock  New York: Marcel Dekker.

\bibitem[Ibragimov and Linnik, 1965]{ibragimov:1965}
Ibragimov, I.~A. and Linnik, Y.~V. (1965).
\newblock {\em Independent and Stationary Related Values},
\newblock Moscow: Nauka.
\newblock [in Russian].

\bibitem[Johnson and Leone, 1962]{johnson:1962}
Johnson, N.~L. and Leone, F.~C. (1962).
\newblock Comulative Sum Control Charts: Mathematical Principles Applied to
  Their Construction and Use. I.
\newblock {\em Ind. Qual. Control}, (18): 15--21.

\bibitem[Johnson and Leone, 1963]{johnson:1963}
Johnson, N.~L. and Leone, F.~C. (1963).
\newblock Comulative Sum Control Charts: Mathematical Principles Applied to
  Their Construction and Use. II.
\newblock {\em Ind. Qual. Control}, (19): 29--36.

\bibitem[Johnson and Leone, 1964]{johnson:1964}
Johnson, N.~L. and Leone, F.~C. (1964).
\newblock Comulative Sum Control Charts: Mathematical Principles Applied to
  Their Construction and Use. III.
\newblock {\em Ind. Qual. Control}, (20): 22--28.

\bibitem[Jones et~al., 1970]{jones:1970}
Jones, R.~H., Crowell, D.~H., and Kapuniai, L.~E. (1970).
\newblock Change Detection Model for Serially Correlated Multivariate Data.
\newblock {\em Biometrics}, 26(2): 269--280.

\bibitem[Kenett and Zacks, 1998]{kenett:1998}
Kenett, R.~S. and Zacks, S. (1998).
\newblock {\em Modern Industrial Statistics: Design and Control of Quality and   Reliability},
\newblock  Pacific Grove: Duxbury Press.

\bibitem[Martin and Stubberud, 1976]{martin:1976}
Martin, W.~C. and Stubberud, A.~R. (1976).
\newblock Innovation Process in Identification Problems.
\newblock In Leondes, C.~T., editor, {\em Control and Dynamic Systems --
  Advances in Theory and Applications}, pages 121--176. Academic Press, New
  York.

\bibitem[Maybeck, 1979]{maybeck:1979}
Maybeck, P.~S. (1979).
\newblock {\em Stochastic Models, Estimation and Control}, volume~1,
\newblock New York: Academic Press.

\bibitem[Maybeck, 1982]{maybeck:1982}
Maybeck, P.~S. (1982).
\newblock {\em Stochastic Models, Estimation and Control}, volume~3,
\newblock New York: Academic Press.

\bibitem[Mehra and Peschon, 1971]{mehra:1971}
Mehra, R.~K. and Peschon, J. (1971).
\newblock An Innovations Approach to Fault Detection and Diagnosis in Dynamic Systems.
\newblock {\em Automatica}, (7): 637--640.

\bibitem[Mosca, 1995]{mosca:1995}
Mosca, E. (1995).
\newblock {\em Optimal, Predictive, and Adaptive control},
\newblock  Englewood Cliffs, New Jersey: Prentice Hall.

\bibitem[Murgu, 2002]{murgu:2002}
Murgu, A. (2002).
\newblock Multiclass Service Dynamics Replication Using Evolutionary Selection Games.
\newblock In {\em Proceedings of the $10^{th}$ International Symposium on
  Dynamic Games and Applications, ISDG-2002, St. Petersburg, Russia, 8--11 July 2002}, pages 652--656.

\bibitem[Page, 1954]{page:1954}
Page, E.~S. (1954).
\newblock Continuous Inspection Schemes.
\newblock {\em Biometrica}, (41): 100--114.

\bibitem[Roussas, 1972]{roussas:1972}
Roussas, G.~G. (1972).
\newblock {\em Contiguity of Probability Measures. Some Applications in
  Statistics},
\newblock New York: Cambridge University Press.

\bibitem[Segen and Sanderson, 1980]{segen:1980}
Segen, J. and Sanderson, A.~C. (1980).
\newblock Detecting Changes in a Time Series.
\newblock {\em IEEE Transactions on Information Theory}, IT-26(2): 249--255.

\bibitem[Semoushin, 1979]{semoushin:1979}
Semoushin, I.~V. (1979).
\newblock Optimality Testing for the Adaptive Kalman Filter by the Use of a
  Realization of a Scalar Process.
\newblock {\em Proceedings of National Academy of Sciences U.S.S.R. -- Technicheskaya  Cybernetika}, (6): 195--198.

\bibitem[Semoushin and Polosenko, 2002]{semoushin:2002}
Semoushin, I.~V. and Polosenko, V.~P. (2002).
\newblock Iterative Cooperative CAD for Avionics Navigation Systems.
\newblock In Jardim-Gon{\c{c}}alves, R., Roy, R., and
  Steigler-Gar{\c{c}}{\~{a}}o, A., editors, {\em Advances in Concurrent
  Engineering, Proceedings of the $9^{th}$ International Conference on
  Concurrent Engineering, Cranfield, United Kingdom, 27--31 July 2002}, pages 753--761, Lisse, The Netherlands. A.~A. Balkema.

\bibitem[Shewhart, 1931]{shewhart:1931}
Shewhart, W.~A. (1931).
\newblock {\em Economic Control of Quality of Manufactures Product},
\newblock Toronto: Van Nostrand.

\bibitem[Siegmund, 1985]{siegmund:1985}
Siegmund, D. (1985).
\newblock {\em Sequential Analysis: Tests and Confidence Intervals},
\newblock New York: Springer-Verlag.

\bibitem[Van-Trees, 1968]{vantrees:1968}
Van-Trees, H.~I. (1968).
\newblock {\em Detection, Estimation, and Modulation Theory. Part I: Detection, Estimation, and Linear Modulation Theory},
\newblock New York: John Wiley \& Sons.

\bibitem[Yoshihawa, 1992]{yoshihawa:1992}
Yoshihawa, K. (1992).
\newblock {\em Weakly Dependent Stochastic Sequences and Their Application},   volume 1.4.
\newblock Tokyo: World Scientific.

\end{thebibliography}