Exactly optimal Bayesian quickest change detection for general dependent processes

DOI10.1016/J.AUTOMATICA.2026.113201MaRDI QIDQ7346076zbMATH OpenFDO

Authors Jason J. Ford, Jasmin James, Timothy L. Molloy

Publication date 10 September 2026

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.AUTOMATICA.2026.113201

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cites work

• A Bayesian Theory of Change Detection in Statistically Periodic Random Processes
• Additive Change Detection in Nonlinear Systems With Unknown Change Parameters
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• Asymptotic Minimax Robust Quickest Change Detection for Dependent Stochastic Processes With Parametric Uncertainty
• Asymptotically Optimal Change Point Detection for Composite Hypothesis in State Space Models
• Exactly optimal Bayesian quickest change detection for hidden Markov models
• Exponential forgetting and geometric ergodicity in hidden Markov models
• General Asymptotic Bayesian Theory of Quickest Change Detection
• scientific article; zbMATH DE number 44406 (Why is no real title available?)
• Information bounds and quick detection of parameter changes in stochastic systems
• Minimax Robust Quickest Change Detection
• On Asymptotic Optimality in Sequential Changepoint Detection: Non-iid Case
• On Optimum Methods in Quickest Detection Problems
• Optimal Stopping Rules
• Quickest change detection in autoregressive models
• Quickest detection of abrupt changes for a class of random processes
• Quickest detection of deception attacks on cyber-physical systems with a parsimonious watermarking policy

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