Quickest change point detection with multiple postchange models

Nath, S; Wu, JX

Wu, JX (corresponding author), Univ Arkansas, Dept Elect Engn, 3217 Bell Engn Ctr, Fayetteville, AR 72701 USA.

SEQUENTIAL ANALYSIS-DESIGN METHODS AND APPLICATIONS, 2020; 39 (4): 543

Abstract

We study the sequential quickest change point detection for systems with multiple possible postchange models. A change point is the time instant at wh......

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