Exactly optimal Bayesian quickest change detection for hidden Markov models

Author:

Ford Jason J.,James Jasmin,Molloy Timothy L.

Funder

Queensland University of Technology

Publisher

Elsevier BV

Subject

Electrical and Electronic Engineering,Control and Systems Engineering

Reference14 articles.

1. A Bayesian theory of change detection in statistically periodic random processes;Banerjee;IEEE Transactions on Information Theory,2021

2. Data-efficient quickest change detection with on–off observation control;Banerjee;Sequential Analysis,2012

3. Detection of abrupt change theory and application;Basseville,1993

4. Dynamic programming and optimal control;Bertsekas,2005

5. Sequential detection and identification of a change in the distribution of a Markov-modulated random sequence;Dayanik;IEEE Transactions on Information Theory,2009

Cited by 3 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. Quickest Change Detection in Autoregressive Models;IEEE Transactions on Information Theory;2024-07

2. A Framework for Bayesian Quickest Change Detection in General Dependent Stochastic Processes;IEEE Control Systems Letters;2024

3. Model-Free Change Point Detection for Mixing Processes;IEEE Open Journal of Control Systems;2024

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