Least favorable distributions for robust quickest change detection

Jayakrishnan Unnikrishnan, Venugopal V. Veeravalli, Sean P. Meyn. Least favorable distributions for robust quickest change detection. In IEEE International Symposium on Information Theory, ISIT 2009, June 28 - July 3, 2009, Seoul, Korea, Proceedings. pages 649-653, IEEE, 2009. [doi]

Abstract

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