Quickest change detection under a nuisance change

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...

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Bibliographic Details
Main Authors: Lau, Tze Siong, Tay, Wee Peng
Other Authors: School of Electrical and Electronic Engineering
Format: Conference or Workshop Item
Language:English
Published: 2020
Subjects:
Online Access:https://hdl.handle.net/10356/137341
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Institution: Nanyang Technological University
Language: English

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