Quickest Change Detection with Controlled Sensing

Keyphrases

• Sense of Control 100%
• False Alarm 100%
• Chernoff 100%
• Control Actions 100%
• Minimax Criterion 100%
• Cumulative Sum 100%
• Quickest Change Detection 100%
• Parameter Estimation 50%
• Parameter Values 50%
• First-order 50%
• Time-based 50%
• Kullback-Leibler Divergence 50%
• Stopping Rule 50%
• Asymptotically Optimal 50%
• Parametric Uncertainty 50%
• Observation-driven 50%
• Sequential Control 50%
• Control Policy 50%
• CUSUM Process 50%
• Sequences of Random Vectors 50%

Mathematics

• Minimax 100%
• False Alarm 100%
• Parametric 50%
• Stopping Rule 50%
• Kullback-Leibler Divergence 50%
• Random Vector 50%
• Parameter Estimate 50%
• Fixed Number 50%
• Time Mean 50%

Engineering

• False Alarm 100%
• Control Action 100%
• Illustrates 50%
• Simulation Result 50%
• Parameter Estimate 50%
• Stopping Rule 50%
• Kullback-Leibler Divergence 50%
• Parametric Uncertainty 50%
• Policy Control 50%