Modeling and quickest detection of a rapidly approaching object

DOI10.1080/07474946.2023.2247020arXiv2303.02324OpenAlexW4389078306MaRDI QIDQ6185928FDOQ6185928

Authors: Taposh Banerjee, R. K. Mishra 

Publication date: 9 January 2024

Published in: Sequential Analysis (Search for Journal in Brave)

Abstract: The problem of detecting the presence of a signal that can lead to a disaster is studied. A decision-maker collects data sequentially over time. At some point in time, called the change point, the distribution of data changes. This change in distribution could be due to an event or a sudden arrival of an enemy object. If not detected quickly, this change has the potential to cause a major disaster. In space and military applications, the values of the measurements can stochastically grow with time as the enemy object moves closer to the target. A new class of stochastic processes, called exploding processes, is introduced to model stochastically growing data. An algorithm is proposed and shown to be asymptotically optimal as the mean time to a false alarm goes to infinity.

Full work available at URL: https://arxiv.org/abs/2303.02324

zbMATH Keywords

minimax optimalitystochastic dominancenonstationary processesmonotone likelihood ratioquickest change detection

Mathematics Subject Classification ID

Sequential statistical methods (62Lxx)

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Cited In (1)

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