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Multi-variate quickest detection of significant change process


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  • Szajowski, Krzysztof


The paper deals with a mathematical model of a surveillance system based on a net of sensors. The signals acquired by each node of the net are Markovian process, have two different transition probabilities, which depends on the presence or absence of a intruder nearby. The detection of the transition probability change at one node should be confirmed by a detection of similar change at some other sensors. Based on a simple game the model of a fusion center is then constructed. The aggregate function defined on the net is the background of the definition of a non-cooperative stopping game which is a model of the multivariate disorder detection

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Bibliographic Info

Paper provided by University Library of Munich, Germany in its series MPRA Paper with number 33838.

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Date of creation: 25 Jul 2011
Date of revision: 19 Sep 2011
Publication status: Forthcoming in Lecture Notes in Computer Science GameSec 2011.7037(2011): pp. 56-66
Handle: RePEc:pra:mprapa:33838

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Related research

Keywords: voting stopping rule; majority voting rule; monotone voting strategy; change-point problems; quickest detection; sequential detection; simple game;

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