Asymptotically optimal sampling policy for quickest change detection with observation-switching cost

We consider the problem of quickest change detection (QCD) in a signal where its observations are obtained using a set of actions, and switching from one action to another comes with a cost. The objective is to design a stopping rule consisting of a sampling policy to determine the sequence of actio...

पूर्ण विवरण

ग्रंथसूची विवरण
मुख्य लेखकों: Lau, Tze Siong, Tay, Wee Peng
अन्य लेखक: School of Electrical and Electronic Engineering
स्वरूप: Journal Article
भाषा:English
प्रकाशित: 2021
विषय:
ऑनलाइन पहुंच:https://hdl.handle.net/10356/152708