Bayesian quickest detection in sensor arrays

Sequential Analysis

Volumn 31, Issue 4, 2012, Pages 481-504

  Ludkovski, Michael ^a  

^a UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Bayesian quickest detection; Multiple change point detection; Particle filtering; Sensor arrays

Indexed keywords

CHANGE POINT DETECTION; CONTINUOUS-TIME FORMULATION; EFFICIENT NUMERICAL SCHEMES; NUMERICAL EXAMPLE; OPTIMAL DETECTION; OPTIMAL STOPPING; PARTICLE FILTERING; QUICKEST DETECTION;

MONTE CARLO METHODS; NUMERICAL METHODS; OPTIMIZATION; SENSOR ARRAYS; SIGNAL FILTERING AND PREDICTION;

SENSORS;

EID: 84874232941     PISSN: 07474946     EISSN: 15324176     Source Type: Journal    
DOI: 10.1080/07474946.2012.719437     Document Type: Article

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