Bayesian Quickest Transient Change Detection

  title={Bayesian Quickest Transient Change Detection},
  author={Karuppanan V. Premkumar and Anurag Kumar and Venugopal V. Veeravalli},
We consider the problem of quickest transient change detection under a Bayesian setting. The change occurs at a random time Γ1 and disappears at a random time Γ2 > Γ1. Thus, at any time k, the system can be in one of the following states, i) prechange, ii) in–change, and iii) out–of–change. We model the evolution of the state by a Markov chain. The state of the system can only be observed partially from the observations which are obtained sequentially. We formulate the quickest transient change… CONTINUE READING


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