  After obtaining an accurate approximation for $ARL_0$, we first consider the
optimal design of weight parameter for a multivariate EWMA chart that minimizes
the stationary average delay detection time (SADDT). Comparisons with moving
average (MA), CUSUM, generalized likelihood ratio test (GLRT), and
Shiryayev-Roberts (S-R) charts after obtaining their $ARL_0$ and SADDT's are
conducted numerically. To detect the change with sparse signals, hard-threshold
and soft-threshold EWMA charts are proposed. Comparisons with other charts
including adaptive techniques show that the EWMA procedure should be
recommended for its robust performance and easy design.
