Quickest Change Detection With Non-Stationary Post-Change Observations

The problem of quickest detection of a change in the distribution of a sequence of independent observations is considered. The pre-change observations are assumed to be stationary with a known distribution, while the post-change observations are allowed to be non-stationary with some possible parame...

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Veröffentlicht in:IEEE transactions on information theory 2023-05, Vol.69 (5), p.3400-3414
Hauptverfasser: Liang, Yuchen, Tartakovsky, Alexander G., Veeravalli, Venugopal V.
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Sprache:eng
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