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

• المؤلفون الرئيسيون: Lau, Tze Siong, Tay, Wee Peng
• مؤلفون آخرون: School of Electrical and Electronic Engineering
• التنسيق: مقال
• اللغة: English
• منشور في: 2021
• الموضوعات: Engineering::Electrical and electronic engineering; Quickest Change Detection; Sampling Policy
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/152708
• المؤسسة: Nanyang Technological University

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...