Quickest Change Detection With Observation Scheduling

@article{Ren2017QuickestCD,
  title={Quickest Change Detection With Observation Scheduling},
  author={Xiaoqiang Ren and Karl Henrik Johansson and Ling Shi},
  journal={IEEE Transactions on Automatic Control},
  year={2017},
  volume={62},
  pages={2635-2647}
}
The quickest change detection problem is to detect an abrupt change event as quickly as possible subject to constraints on false detection. Unlike the classical problem, where the decision maker can access only one sequence of observations, in this paper, the decision maker chooses one of two different sequences of observations at each time instant. The… CONTINUE READING