Quickest change detection in the presence of a nuisance change

• Main Authors: Lau, Tze Siong, Tay, Wee Peng
• Other Authors: School of Electrical and Electronic Engineering
• Format: Article
• Language: English
• Published: 2021
• Subjects: Science::Mathematics::Statistics; Quickest Change Detection; Nuisance Change
• Online Access: https://hdl.handle.net/10356/146209
• Institution: Nanyang Technological University

In the quickest change detection problem in which both nuisance and critical changes may occur, the objective is to detect the critical change as quickly as possible without raising an alarm when either there is no change or a nuisance change has occurred. A window-limited sequential change detectio...