Sequential (Quickest) Change Detection: Classical Results and New Directions
Sequential (Quickest) Change Detection: Classical Results and New Directions
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DOI：
10.1109/jsait.2021.3072962
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发表时间：
2021-04
期刊：
影响因子：
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通讯作者：
Liyan Xie;Shaofeng Zou;Yao Xie;V. Veeravalli
中科院分区：
文献类型：
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作者：
Liyan Xie;Shaofeng Zou;Yao Xie;V. Veeravalli
随机系统中变化的在线检测，又称序贯变化检测或最快变化检测，是统计学、信号处理和信息论中的一个重要研究课题，有着广泛的应用。本调查从顺序变化检测的基础知识开始，然后转移到顺序变化检测理论和方法的概括和扩展。我们还讨论了一些新的层面，出现在交叉的顺序变化检测与其他领域，沿着选择现代应用和开放问题的意见。
Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal processing, and information theory, and has a wide range of applications. This survey starts with the basics of sequential change detection, and then moves on to generalizations and extensions of sequential change detection theory and methods. We also discuss some new dimensions that emerge at the intersection of sequential change detection with other areas, along with a selection of modern applications and remarks on open questions.