DocumentCode
3524487
Title
Adaptive quickest change detection with unknown parameter
Author
Li, Chengzhi ; Dai, Huaiyu ; Li, Husheng
Author_Institution
Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC
fYear
2009
fDate
19-24 April 2009
Firstpage
3241
Lastpage
3244
Abstract
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.
Keywords
pattern recognition; abrupt distribution change detection; adaptive quickest change detection; time varying parameter; Change detection algorithms; Computer science; Delay; Electrical engineering; Monitoring; Numerical simulation; Performance analysis; Quality control; Sensor systems; Testing; CUSUM test; Quickest detection; unknown parameter;
fLanguage
English
Publisher
ieee
Conference_Titel
Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on
Conference_Location
Taipei
ISSN
1520-6149
Print_ISBN
978-1-4244-2353-8
Electronic_ISBN
1520-6149
Type
conf
DOI
10.1109/ICASSP.2009.4960315
Filename
4960315
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