ADAPTIVE QUICKEST CHANGE DETECTION WITH UNKNOWN PARAMETER

被引：0
|
作者：
Li, Chengzhi [1 ]
Dai, Huaiyu [1 ]
Li, Husheng [2 ]
机构：
[1] North Carolina State Univ, Dept Elect & Comp Engn, Raleigh, NC 27695 USA
[2] Univ Tennessee, Dept Elect Engn & Comp Sci, Knoxville, TN USA
来源：
2009 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH, AND SIGNAL PROCESSING, VOLS 1- 8, PROCEEDINGS | 2009年
基金：
美国国家科学基金会;
关键词：
Quickest detection; CUSUM test; unknown parameter;
D O I：
暂无
中图分类号：
O42 [声学];
学科分类号：
070206 ; 082403 ;
摘要：
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.
引用
收藏
页码：3241 / +
页数：2
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