Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models

DOI10.1109/TSP.2015.2447506zbMath1394.94808MaRDI QIDQ4580800

Yajun Mei, Cheng-Der Fuh

Publication date: 22 August 2018

Published in: IEEE Transactions on Signal Processing (Search for Journal in Brave)

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13) Measures of information, entropy (94A17)

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