A Binning Approach to Quickest Change Detection With Unknown Post-Change Distribution
نویسندگان
چکیده
منابع مشابه
A Semi-Parametric Binning Approach to Quickest Change Detection
The problem of quickest detection of a change in distribution is considered under the assumption that the pre-change distribution is known, and the post-change distribution is only known to belong to a family of distributions distinguishable from a discretized version of the pre-change distribution. A sequential change detection procedure is proposed that partitions the sample space into a fini...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2019
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2018.2881666