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...

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Veröffentlicht in:	Proceedings of the ... IEEE International Conference on Acoustics, Speech and Signal Processing (1998) S. 4169 - 4173
Hauptverfasser:	Geng, Jun, Lai, Lifeng
Format:	Tagungsbericht Journal Article
Sprache:	Englisch
Veröffentlicht:	IEEE 01.03.2016
Schlagworte:	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-Zugang:	Volltext
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