论文标题
更改Markov内核的检测未知前后的内核
Change Detection of Markov Kernels with Unknown Pre and Post Change Kernel
论文作者
论文摘要
在本文中，我们开发了一种新的更改检测算法，用于检测马尔可夫内核在变化后内核未知的度量空间上的变化。在变更前和后马尔可夫内核均匀的假设下，我们在误报之间的平均延迟和下限上得出了上限和下限的上限。提供了数值模拟以证明我们方法的有效性。
In this paper, we develop a new change detection algorithm for detecting a change in the Markov kernel over a metric space in which the post-change kernel is unknown. Under the assumption that the pre- and post-change Markov kernel is uniformly ergodic, we derive an upper bound on the mean delay and a lower bound on the mean time between false alarms. A numerical simulation is provided to demonstrate the effectiveness of our method.
