Minimax Robust Quickest Change Detection in Systems and Signals With Unknown Transients

DOI10.1109/TAC.2018.2872198MaRDI QIDQ5223812zbMATH OpenOpenAlexFDO

Authors Timothy L. Molloy, Jason J. Ford

Publication date 18 July 2019

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

Full work available at URL https://doi.org/10.1109/tac.2018.2872198

Mathematics Subject Classification ID

Non-Markovian processes: hypothesis testing (62M07) Sensitivity (robustness) (93B35) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Fault detection; testing in circuits and networks (94C12)

Cited in

(2)

• Misspecified and Asymptotically Minimax Robust Quickest Change Diagnosis
• Robust quickest change detection in nonstationary processes

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