Multidecision quickest change-point detection: Previous achievements and open problems

Sequential Analysis

Volumn 27, Issue 2, 2008, Pages 201-231

  Tartakovsky, Alexander G ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Asymptotic optimality; Average detection delay; False alarm rate; Misidentification rate; Moments of the detection delay; Multidecision change point detection; Multihypothesis sequential tests; Slippage problems

Indexed keywords

ASYMPTOTIC OPTIMALITY; CHANGE POINT DETECTION; DETECTION DELAYS; FALSE ALARM RATE; SEQUENTIAL TESTS; SLIPPAGE PROBLEMS;

ERRORS; OPTIMIZATION;

ALARM SYSTEMS;

EID: 46049096935     PISSN: 07474946     EISSN: 15324176     Source Type: Journal    
DOI: 10.1080/07474940801989202     Document Type: Conference Paper

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