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Low-Complexity Quickest Change Detection in Linear Systems With Unknown Time-Varying Pre- and Post-Change Distributions - MaRDI portal

Low-Complexity Quickest Change Detection in Linear Systems With Unknown Time-Varying Pre- and Post-Change Distributions (Q5001486)

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scientific article; zbMATH DE number 7374035
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Low-Complexity Quickest Change Detection in Linear Systems With Unknown Time-Varying Pre- and Post-Change Distributions
scientific article; zbMATH DE number 7374035

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    Low-Complexity Quickest Change Detection in Linear Systems With Unknown Time-Varying Pre- and Post-Change Distributions (English)
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    22 July 2021
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    sequentially detection of time-varying change
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    dynamic linear regression model
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    generalized Cumulative-Sum (GCUSUM) algorithm
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    relaxed generalized Cumulative-Sum (RGCUSUM) algorithm
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