Quickest Detection in Coupled Systems

DOI10.1137/100810423zbMath1297.62181arXiv1403.3931OpenAlexW3099542668MaRDI QIDQ3192134

Hongzhong Zhang, Tobias Schäfer, H. Vincent Poor, Olympia Hadjiliadis

Publication date: 26 September 2014

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1403.3931

zbMATH Keywords

CUSUMKullback-Leibler divergencequickest detection

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Optimal stopping in statistics (62L15)

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