Asymptotically Optimal Sampling Policy for Quickest Change Detection With Observation-Switching Cost

DOI10.1109/TSP.2021.3057258MaRDI QIDQ5103402zbMATH OpenFDO

Authors Tze Siong Lau, Wee Peng Tay

Publication date 23 September 2022

Published in IEEE Transactions on Signal Processing (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1912.11693

Mathematics Subject Classification ID

Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Cited in

(4)

• Dynamic sampling policy for detecting a change in distribution, with a probability bound on false alarm
• Asymptotically Optimal Quickest Change Detection in Distributed Sensor Systems
• Asymptotic optimality theory for active quickest detection with unknown postchange parameters
• Asymptotically Optimal Sampling Policy for Quickest Change Detection with Observation-Switching Cost

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