Title :
Adaptive quickest change detection with unknown parameter
Author :
Li, Chengzhi ; Dai, Huaiyu ; Li, Husheng
Author_Institution :
Dept. of Electr. & Comput. Eng., North Carolina State Univ., Raleigh, NC
Abstract :
Quickest detection of an abrupt distribution change with an unknown time varying parameter is considered. A novel adaptive approach is proposed to tackle this problem, which is shown to outperform the celebrated parallel CUSUM test. Performance is evaluated through theoretical analysis and numerical simulations.
Keywords :
pattern recognition; abrupt distribution change detection; adaptive quickest change detection; time varying parameter; Change detection algorithms; Computer science; Delay; Electrical engineering; Monitoring; Numerical simulation; Performance analysis; Quality control; Sensor systems; Testing; CUSUM test; Quickest detection; unknown parameter;
Conference_Titel :
Acoustics, Speech and Signal Processing, 2009. ICASSP 2009. IEEE International Conference on
Conference_Location :
Taipei
Print_ISBN :
978-1-4244-2353-8
Electronic_ISBN :
1520-6149
DOI :
10.1109/ICASSP.2009.4960315
