Quickest Detection in Coupled Systems
نویسندگان
چکیده
منابع مشابه
Quickest Detection in Coupled Systems∗
This work considers the problem of quickest detection of signals in a coupled system of N sensors, which receive continuous sequential observations from the environment. It is assumed that the signals, which are modeled by general Itô processes, are coupled across sensors, but that their onset times may differ from sensor to sensor. Two main cases are considered; in the first one signal strengt...
متن کاملAsymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
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...
متن کاملQuickest Moving Object Detection
We present a general framework and method for simultaneous detection and segmentation of an object in a video that moves (or comes into view of the camera) at some unknown time in the video. The method is an online approach based on motion segmentation, and it operates under dynamic backgrounds caused by a moving camera or moving nuisances. The goal of the method is to detect and segment the ob...
متن کاملDecentralized 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 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 کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: SIAM Journal on Control and Optimization
سال: 2014
ISSN: 0363-0129,1095-7138
DOI: 10.1137/100810423