Quickest Detection of a Change Point Related to a Step Function

被引：0

作者：

Cai L. ^{[1
]}

Zhang J.-J. ^{[1
]}

机构：

[1] School of Mathematics and Statistics, Beijing Institute of Technology, Beijing

来源：

Beijing Ligong Daxue Xuebao/Transaction of Beijing Institute of Technology | 2020年 / 40卷 / 01期

关键词：

Bayesian rules; Quickest detection; Step function;

D O I：

10.15918/j.tbit1001-0645.2018.216

中图分类号：

O211 [概率论（几率论、或然率论）];

学科分类号：

摘要：

A quickest detection method related to a step function was proposed. Firstly, a probability model was established, making the priori probability of a change point be switched with current states. Then a Bayesian quickest detection rule was established based on the optimal stopping theory. Finally, computer simulation was carried out, analyzing the probability of false alarm and the mean time of delay. Simulation results show the validity of the method. This method can introduce Bayesian quickest detection theory into more application area. © 2020, Editorial Department of Transaction of Beijing Institute of Technology. All right reserved.

引用

页码：117 / 120

页数：3

共 7 条

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