Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models

Cheng-Der Fuh, Yajun Mei. Quickest Change Detection and Kullback-Leibler Divergence for Two-State Hidden Markov Models. IEEE Transactions on Signal Processing, 63(18):4866-4878, 2015. [doi]

Abstract

Abstract is missing.