DocumentCode
845538
Title
The decentralized quickest detection problem
Author
Teneketzis, D. ; Varaiya, P.
Author_Institution
Alphatech, Inc., Burlington, MA, USA
Volume
29
Issue
7
fYear
1984
fDate
7/1/1984 12:00:00 AM
Firstpage
641
Lastpage
644
Abstract
Two detectors making independent observations must decide when a Markov chain jumps from state 0 to state 1. The decisions are coupled through a common cost function. It is shown that the optimal decision is characterized by thresholds as in the decoupled case. However, the thresholds are time-varying and their computation requires the solution of two coupled sets of dynamic programming equations. A comparison to the decoupled case shows the structure of the coupling.
Keywords
Distributed detection; Level-crossing problems; Markov processes; Contracts; Cost function; Delay; Detectors; Dynamic programming; Equations; Probability; Statistics;
fLanguage
English
Journal_Title
Automatic Control, IEEE Transactions on
Publisher
ieee
ISSN
0018-9286
Type
jour
DOI
10.1109/TAC.1984.1103601
Filename
1103601
Link To Document