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eess.SP2023
Quickest Change Detection in Autoregressive Models
Zhongchang Sun, Shaofeng Zou
The problem of quickest change detection (QCD) in autoregressive (AR) models is investigated. A system is being monitored with sequentially observed samples. At some unknown time,…
eess.SP2022
Data-Driven Quickest Change Detection in (Hidden) Markov Models
Qi Zhang, Zhongchang Sun, Luis C. Herrera +1
The paper investigates the problems of quickest change detection in Markov models and hidden Markov models (HMMs). Sequential observations are taken from a (hidden) Markov model. A…