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  • https://doi.org/10.1080/07474946.2016.1206354Copy DOI Icon

Sequential detection/isolation of abrupt changes

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Abstract

ABSTRACTThe quickest multidecision change detection/isolation problem is the generalization of the quickest changepoint detection problem to the case of M post-change hypotheses. It is necessary to detect the change in distribution as soon as possible and to indicate which hypothesis is true after a change occurs. Both the rate of false alarms and the misidentification (false isolation) rate should be controlled by given levels. Several detection/isolation procedures that asymptotically minimize the tradeoff between the expected detection delay and the false alarm/false isolation rates in the worst-case scenario are discussed.

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