DocumentCode
3304178
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
fYear
2009
fDate
15-18 Dec. 2009
Firstpage
4631
Lastpage
4636
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;
fLanguage
English
Publisher
ieee
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
ISSN
0191-2216
Print_ISBN
978-1-4244-3871-6
Electronic_ISBN
0191-2216
Type
conf
DOI
10.1109/CDC.2009.5400106
Filename
5400106
Link To Document