Quickest change detection under a nuisance change

• المؤلفون الرئيسيون: Lau, Tze Siong, Tay, Wee Peng
• مؤلفون آخرون: School of Electrical and Electronic Engineering
• التنسيق: Conference or Workshop Item
• اللغة: English
• منشور في: 2020
• الموضوعات: Engineering::Electrical and electronic engineering; Quickest Change Detection; Nuisance Change
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/137341
• المؤسسة: Nanyang Technological University

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...