Quickest Detection of a Random Pulse in White Gaussian Noise

DOI10.1109/TAC.2014.2304398MaRDI QIDQ2983142zbMATHFDO

Authors Arash Komaee

Publication date 16 May 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Bayesian problems; characterization of Bayes procedures (62C10) Detection theory in information and communication theory (94A13) Optimal stopping in statistics (62L15) Optimal stochastic control (93E20)

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