Misspecified and Asymptotically Minimax Robust Quickest Change Detection
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 standard formulation of the quickest change-point detection problem, a sequence of observations, whose distribution changes at some unknown point in time, is available to a decision maker, and the goal is to detect this change as quickly as possible, subject to false alarm constraints. In this paper, we study the quickest change detection problem in the setting where the information avai...
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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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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...
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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2017
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2017.2740202