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ICASSP
2009
IEEE

Adaptive quickest change detection with unknown parameter

10 years 4 months ago
Adaptive quickest change detection with unknown parameter
Quickest detection of an abrupt distribution change with an unknown time varying parameter is considered. A novel adaptive approach is proposed to tackle this problem, which is shown to outperform the celebrated Parallel CUSUM Test. Performance is evaluated through theoretical analysis and numerical simulations.
Chengzhi Li, Huaiyu Dai, Husheng Li
Added 21 May 2010
Updated 21 May 2010
Type Conference
Year 2009
Where ICASSP
Authors Chengzhi Li, Huaiyu Dai, Husheng Li
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