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10

ICASSP
2009
IEEE

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Adaptive quickest change detection with unknown parameter

13 years 11 months ago

Adaptive quickest change detection with unknown parameter

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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

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Abrupt Distribution Change | Celebrated Parallel Cusum | ICASSP 2009 | Signal Processing | Time Varying Parameter |

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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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