Robust Quickest Change Detection in Non-Stationary Processes

• DOI: 10.48550/arxiv.2310.09673
• Publication Date: 2023-01-01
• Authors: Yingze Hou; Yousef Oleyaeimot...; Rahul Mishra; Hoda Bidkhori; Taposh Banerjee
• Keywords: Stationary process; Decision maker; Stationary distribution

Optimal algorithms are developed for robust detection of changes in non-stationary processes. These processes which the distribution data after change varies with time. The decision-maker does not have access to precise information on post-change distribution. It is shown that if family has a least favorable well-defined sense, then designed using distributions and optimal. Non-stationary encountered public health monitoring space military applications. applied real simulated show their effectiveness.