Quickest detection of abrupt changes for a class of random processes
نویسندگان
چکیده
منابع مشابه
Quickest Detection of Abrupt Changes for a Class of Random Processes
We consider the problem of quickest detection of abrupt changes for processes that are not necessarily independent and identically distributed (i.i.d.) before and after the change. By making a very simple observation that applies to most well-known optimum stopping times developed for this problem (in particular CUSUM and Shiryayev–Roberts stopping rule) we show that their optimality can be eas...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1998
ISSN: 0018-9448
DOI: 10.1109/18.705575