Operationally constrained quickest change detection with multiple post-change distributions

• Main Author: Lau, Tze Siong
• Other Authors: Tay, Wee Peng
• Format: Thesis-Doctor of Philosophy
• Language: English
• Published: Nanyang Technological University 2020
• Subjects: Engineering::Electrical and electronic engineering::Electronic systems::Signal processing
• Online Access: https://hdl.handle.net/10356/143188
• Institution: Nanyang Technological University

Quickest change detection (QCD) is the problem of sequentially detecting a change in the statistical properties of a signal. As sensor and computing technology becomes increasingly pervasive and ubiquitous, QCD has found a wide spectrum of applications, from fraud detection to power system line outa...