Minimax Robust Quickest Change Detection in Systems and Signals With Unknown Transients

DOI10.1109/TAC.2018.2872198zbMath1482.93608OpenAlexW2896138074MaRDI QIDQ5223812

Jason J. Ford, Timothy L. Molloy

Publication date: 18 July 2019

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2018.2872198

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Fault detection; testing in circuits and networks (94C12) Non-Markovian processes: hypothesis testing (62M07)

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