Bayesian quickest detection with unknown post-change parameter

In this paper, Bayesian quickest change-point detection problem with incomplete post-change information is considered. In particular, the observer knows that the post-change distribution belongs to a parametric distribution family, but he does not know the true value of the post-change parameter. Tw...

Full description

Saved in:

Bibliographic Details
Published in:	Proceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998) pp. 4169 - 4173
Main Authors:	Geng, Jun, Lai, Lifeng
Format:	Conference Proceeding Journal Article
Language:	English
Published:	IEEE 01.03.2016
Subjects:	Algorithm design and analysis Algorithms Asymptotic properties Atmospheric measurements Bayes methods Bayesian analysis Bayesian quickest change detection Change detection algorithms Conferences Delay Delays Detection algorithms False alarms Formulations M-Shiryaev procedure Observers Optimization sequential detection unknown postchange parameter
ISSN:	2379-190X
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!