Sequential (Quickest) Change Detection: Classical Results and New Directions

نویسندگان

چکیده

Online detection of changes in stochastic systems, referred to as sequential change or quickest detection, is an important research topic statistics, signal processing, and information theory, has a wide range applications. This survey starts with the basics then moves on generalizations extensions theory methods. We also discuss some new dimensions that emerge at intersection other areas, along selection modern applications remarks open questions.

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ژورنال

عنوان ژورنال: IEEE journal on selected areas in information theory

سال: 2021

ISSN: ['2641-8770']

DOI: https://doi.org/10.1109/jsait.2021.3072962