Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models

DOI10.1109/TSP.2015.2447506MaRDI QIDQ4580800zbMATH OpenFDO

Authors Cheng-Der Fuh, Yajun Mei

Publication date 22 August 2018

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

Full work available at URL https://doi.org/10.1109/TSP.2015.2447506

Mathematics Subject Classification ID

Measures of information, entropy (94A17) Detection theory in information and communication theory (94A13)

Cited in

(6)

• Asymptotic behavior of the maximum likelihood estimator for general Markov switching models
• Asymptotic behavior for Markovian iterated function systems
• Sequential algorithms for moving anomaly detection in networks
• Asymptotic statistical properties of communication-efficient quickest detection schemes in sensor networks
• Rényi divergence in hidden Markov models
• A stable sequential multiple test for Koopman-Darmois family

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