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The insufficient informativeness of measurements in Bayesian detection problems

Shiryaev's Bayesian Quickest Change Detection (QCD) problem is to detect a change in the statistical problems of an observed process. This is an important signal processing problem with application in a diverse range of areas, including:automatic controlquality controlstatisticstarget detection.Recently a critical deficiency in Shiryaev's QCD problem has been identified to occur due to the insufficient informativeness of measurement in low signal-to-noise (SNR) to overcome geometric prior assumption on the change event.These deficiencies are due to the non-ergodic nature of the …

Study level
PhD
Faculty
Faculty of Engineering
School
School of Electrical Engineering and Robotics

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