Title :
Polynomial-time solution of change detection problems
Author :
Isom, Joshua D. ; LaBarre, Robert E. ; Braatz, Richard D.
Author_Institution :
Sikorsky Aircraft, Stratford, CT, USA
Abstract :
Change detection problems are ubiquitous, but there are no existing tractable techniques for ¿-exact solution of discrete-time, discrete-observation problems. A polynomial-time algorithm for solution of Markov Bayes change detection problems is presented. The algorithm combines backward induction on a tree with induction of bounds on the value function at specific points from those of neighboring points.
Keywords :
Bayes methods; Markov processes; computational complexity; Markov Bayes; backward induction; bound induction; change detection; polynomial-time algorithm; value function; Biomedical monitoring; Change detection algorithms; Condition monitoring; Cost function; Econometrics; Environmental factors; Meteorology; Polynomials; Quality control; Statistics;
Conference_Titel :
Decision and Control, 2009 held jointly with the 2009 28th Chinese Control Conference. CDC/CCC 2009. Proceedings of the 48th IEEE Conference on
Conference_Location :
Shanghai
Print_ISBN :
978-1-4244-3871-6
Electronic_ISBN :
0191-2216
DOI :
10.1109/CDC.2009.5400106
