Non-Parametric Quickest Mean-Change Detection
Author:
Affiliation:
1. ECE Department, and the Coordinated Science Laboratory, University of Illinois at Urbana—Champaign, Urbana, IL, USA
Funder
National Science Foundation
Army Research Laboratory through the University of Illinois at Urbana–Champaign
Publisher
Institute of Electrical and Electronics Engineers (IEEE)
Subject
Library and Information Sciences,Computer Science Applications,Information Systems
Link
https://ieeexplore.ieee.org/ielam/18/9961124/9832015-aam.pdf
Reference30 articles.
1. Information bounds and quick detection of parameter changes in stochastic systems;lai;IEEE Trans Inf Theory,1998
2. Procedures for Reacting to a Change in Distribution
3. Average Run Lengths of an Optimal Method of Detecting a Change in Distribution
4. Using the Generalized Likelihood Ratio Statistic for Sequential Detection of a Change-Point
5. Sequential Change-Point Detection When the Pre- and Post-Change Parameters are Unknown
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