Asymptotically optimal sampling policy for quickest change detection with observation-switching cost

Asymptotically optimal sampling policy for quickest change detection with observation-switching cost

We consider the problem of quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes with a cost. The objective is to design a stopping rule consisting of a sampling policy to determine the sequence of actio...

Full description

Saved in:
Bibliographic Details
Main Authors: Lau, Tze Siong, Tay, Wee Peng
Other Authors: School of Electrical and Electronic Engineering
Format: Article
Language:English
Published: 2021
Subjects:
Engineering::Electrical and electronic engineering
Quickest Change Detection
Sampling Policy
Online Access:https://hdl.handle.net/10356/152708
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University
Language: English

Internet

https://hdl.handle.net/10356/152708

Similar Items