Quickest Change Detection in the Presence of a Nuisance Change
نویسندگان
چکیده
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...
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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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ژورنال
عنوان ژورنال: IEEE Transactions on Signal Processing
سال: 2019
ISSN: 1053-587X,1941-0476
DOI: 10.1109/tsp.2019.2939080