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Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Mode...

Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Mode...

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2255247406

Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Models

About this item

Full title

Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Models

Publisher

New York: Springer US

Journal title

Methodology and computing in applied probability, 2019-12, Vol.21 (4), p.1303-1336

Language

English

Formats

Publication information

Publisher

New York: Springer US

More information

Scope and Contents

Contents

Assume that there are multiple data streams (channels, sensors) and in each stream the process of interest produces generally dependent and non-identically distributed observations. When the process is in a normal mode (in-control), the (pre-change) distribution is known, but when the process becomes abnormal there is a parametric uncertainty, i.e....

Alternative Titles

Full title

Asymptotically Optimal Quickest Change Detection in Multistream Data—Part 1: General Stochastic Models

Authors, Artists and Contributors

Identifiers

Primary Identifiers

Record Identifier

TN_cdi_proquest_journals_2255247406

Permalink

https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2255247406

Other Identifiers

ISSN

1387-5841

E-ISSN

1573-7713

DOI

10.1007/s11009-019-09735-3

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