Multi-variate Quickest Detection of Significant Change Process
نویسنده
چکیده
The paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or absence of a intruder nearby. The detection of the transition probability change at one node should be confirmed by a detection of similar change at some other sensors. Based on a simple game the model of a fusion center is then constructed. The aggregate function defined on the net is the background of the definition of a non-cooperative stopping game which is a model of the multivariate disorder detection.
منابع مشابه
Quickest Detection with Social Learning: Interaction of local and global decision makers
We consider how local and global decision policies interact in stopping time problems such as quickest time change detection. Individual agents make myopic local decisions via social learning, that is, each agent records a private observation of a noisy underlying state process, selfishly optimizes its local utility and then broadcasts its local decision. Given these local decisions, how can a ...
متن کاملQuickest detection of intensity change for Poisson process in generalized Bayesian setting
The paper deals with the quickest detection of intensity change for Poisson process. We show that the generalized Bayesian formulation of the quickest detection problem can be reduced to the conditional-extremal optimal stopping problem for a piecewise-deterministic Markov process. For this problem the optimal procedure is described and its characteristics are found.
متن کاملOptimal Process Adjustment with Considering Variable Costs for Uni-variate and Multi-variate Production Process (RESEARCH NOTE)
This paper studies a single-stage production system, two-stage production system where specification limits are designed for inspection. When quality characteristics fall below a lower threshold or above an upper threshold, a decision is made to rework or scrap the item. The target is to determine the optimum target for a process based on rework or scrap costs. In contrast to previous studies, ...
متن کاملQuickest Detection of Drift Change for Brownian Motion in Generalized Bayesian and Minimax Settings
The paper deals with the quickest detection of a change of the drift of the Brownian motion. We show that the generalized Bayesian formulation of the quickest detection problem can be reduced to the optimal stopping problem for a diffusion Markov process. For this problem the optimal procedure is described and its characteristics are found. We show also that the same procedure is asymptotically...
متن کاملBayesian Sequential Detection With Phase-Distributed Change Time and Nonlinear Penalty—A POMDP Lattice Programming Approach
We show that the optimal decision policy for several types of Bayesian sequential detection problems has a threshold switching curve structure on the space of posterior distributions. This is established by using lattice programming and stochastic orders in a partially observed Markov decision process (POMDP) framework. A stochastic gradient algorithm is presented to estimate the optimal linear...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
دوره شماره
صفحات -
تاریخ انتشار 2011