Title :
The decentralized quickest detection problem
Author :
Teneketzis, D. ; Varaiya, P.
Author_Institution :
Alphatech, Inc., Burlington, MA, USA
fDate :
7/1/1984 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1984.1103601
