Polynomial-time solution of change detection problems

Change detection problems are ubiquitous, but there are no existing tractable techniques for -exact solution of discrete-time, discrete-observation problems. A polynomialtime algorithm for solution of Markov Bayes change detection problems is presented. The algorithm combines backward induction on a tree with induction of bounds on the value function at specific points from those of neighboring points.

• Type: Journal
• Year: 2009
• Where: CDC
• Authors: Joshua D. Isom, Robert E. LaBarre, Richard D. Braatz
• Keywords: CDC 2009, Combines Backward Induction, Control Systems, Detection Problems, Markov Bayes