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)

Mathematics Subject Classification ID

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

Cited in

(5)

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

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