Data-Efficient Minimax Quickest Change Detection With Composite Post-Change Distribution
نویسندگان
چکیده
منابع مشابه
Data-Efficient Minimax Quickest Change Detection in a Decentralized System
A sensor network is considered where a sequence of random variables is observed at each sensor. At each time step, a processed version of the observations is transmitted from the sensors to a common node called the fusion center. At some unknown point in time the distribution of the observations at all the sensor nodes changes. The objective is to detect this change in distribution as quickly a...
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In the classical problem of quickest change detection, a decision maker observes a sequence of random variables. At some point in time, the distribution of the random variables changes abruptly. The objective is to detect this change in distribution with minimum possible delay, subject to a constraint on the false alarm rate. In many applications of quickest change detection, e.g., where the ch...
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In this paper, we study the quickest change detection with mismatched post-change models. A change point is the time instant at which the distribution of a random process changes. The objective of quickest change detection is to minimize the detection delay of an unknown change point under certain performance constraints, such as average run length (ARL) to false alarm or probability of false a...
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In this article we extend Shiryaev’s quickest change detection formulation by also accounting for the cost of observations used before the change point. The observation cost is captured through the average number of observations used in the detection process before the change occurs. The objective is to select an on–off observation control policy that decides whether or not to take a given obse...
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A decentralized formulation of the quickest change detection problem is studied, where the distributions of the observations at all of the sensors in the system change at the time of disruption, and the sensors communicate with a common fusion center. A Bayesian setting is considered in which a priori knowledge of the change time distribution is available. The observations are assumed to be ind...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2015
ISSN: 0018-9448,1557-9654
DOI: 10.1109/tit.2015.2458864