Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems

DOI10.1080/07474940802446236zbMath1247.93014OpenAlexW2027237053MaRDI QIDQ3543507

Alexander G. Tartakovsky, Venugopal V. Veeravalli

Publication date: 4 December 2008

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07474940802446236

zbMATH Keywords

distributed decision-makingchange-point detectionShiryaev-Roberts procedureCUSUM procedureoptimal FusionShiryaev procedure

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Estimation and detection in stochastic control theory (93E10) Stopping times; optimal stopping problems; gambling theory (60G40) Sequential statistical analysis (62L10) Asymptotic properties of parametric tests (62F05) Optimal stopping in statistics (62L15)

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