منابع مشابه
Decentralized quickest change detection
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...
متن کاملData-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...
متن کاملQuickest Change Detection
The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering. It has a wide spectrum of important applications ranging from machine monitoring to biomedical signal processing. In all of these applications the observations being monitored undergo a change in distribution in response to a change or anom...
متن کاملData-Efficient Quickest Change Detection
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...
متن کاملBayesian Quickest Transient Change Detection
We consider the problem of quickest transient change detection under a Bayesian setting. The change occurs at a random time Γ1 and disappears at a random time Γ2 > Γ1. Thus, at any time k, the system can be in one of the following states, i) prechange, ii) in–change, and iii) out–of–change. We model the evolution of the state by a Markov chain. The state of the system can only be observed parti...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2001
ISSN: 0018-9448
DOI: 10.1109/18.923755