Quickest Change Detection With Controlled Sensing

In the problem of quickest change detection, a change occurs at some unknown time in the distribution of a sequence of random vectors that are monitored in real time, and the goal is to detect this change as quickly as possible subject to a certain false alarm constraint. In this work we consider th...

Full description

Saved in:

Bibliographic Details
Published in:	IEEE journal on selected areas in information theory Vol. 5; pp. 1 - 11
Main Authors:	Veeravalli, Venugopal V., Fellouris, Georgios, Moustakides, George V.
Format:	Journal Article
Language:	English
Published:	Piscataway IEEE 2024 The Institute of Electrical and Electronics Engineers, Inc. (IEEE)
Subjects:	Change detection Change detection algorithms Control charts Criteria CuSum test Delays Design for experiments Detection algorithms Distribution strategy Divergence experimental design False alarms Mathematical models Maximum likelihood estimation Minimax technique Minimax techniques Observability observation control Parameter estimation Real-time systems Sensors Sequences Sequential change detection Sequential control Statistical analysis Uncertainty
ISSN:	2641-8770, 2641-8770
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!