Quickest Change Detection with Non-Stationary Post-Change Observations

no code implementations • 4 Oct 2021 • Yuchen Liang, Alexander G. Tartakovsky, Venugopal V. Veeravalli

For the case where the post-change distributions have parametric uncertainty, a window-limited (WL) generalized likelihood-ratio (GLR) CuSum procedure is developed and is shown to achieve the universal lower bound asymptotically.

Change Detection

Optimal Sequential Detection of Signals with Unknown Appearance and Disappearance Points in Time

no code implementations • 2 Feb 2021 • Alexander G. Tartakovsky, Nikita R. Berenkov, Alexei E. Kolessa, Igor V. Nikiforov

This problem is of importance for many applications, e. g., for signal and image processing where signals appear and disappear at unknown points in time or space.

Change Detection