Quickest change detection under a nuisance change

• Main Authors: Lau, Tze Siong, Tay, Wee Peng
• 其他作者: School of Electrical and Electronic Engineering
• 格式: Conference or Workshop Item
• 語言: English
• 出版: 2020
• 主題: Engineering::Electrical and electronic engineering; Quickest Change Detection; Nuisance Change
• 在線閱讀: https://hdl.handle.net/10356/137341

We consider the problem of quickest change detection (QCD) for a signal which may undergo both a nuisance and a critical change. Our goal is to detect the critical change without raising a false alarm over the nuisance change. An optimal sequential change detection procedure is proposed for the Baye...