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

DOI10.1109/TIT.2021.3049468zbMath1473.62283OpenAlexW3120306033MaRDI QIDQ5001486

Jiangfan Zhang, Xiaodong Wang

Publication date: 22 July 2021

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tit.2021.3049468

zbMATH Keywords

dynamic linear regression modelgeneralized Cumulative-Sum (GCUSUM) algorithmrelaxed generalized Cumulative-Sum (RGCUSUM) algorithmsequentially detection of time-varying change

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10) Non-Markovian processes: hypothesis testing (62M07)

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