A generalized multisensor sequential change detection problem is considered, in which a
number of (possibly correlated) sensors monitor an environment in real time, the joint …

In the multisensor sequential change detection problem, a disruption occurs in an
environment monitored by multiple sensors. This disruption induces a change in the …

The automotive industry requirements for vehicle weight reduction, weight containment,
improved part functionality and passenger safety have resulted in the increased use of steel …

We consider the problem of detecting abrupt parameter changes in a stochastic regression
with unknown noise distribution. The process changes at some unknown point of time …

Consider the motion of a Brownian particle in two or more dimensions, whose coordinate
processes are standard Brownian motions with zero drift initially, and then at some …

This work considers the problem of quickest detection of signals in a coupled system of N
sensors, which receive continuous sequential observations from the environment. It is …

Trailing stop is a popular stop-loss trading strategy by which the investor will sell the asset
once its price experiences a pre-specified percentage drawdown. In this paper, we study the …

We consider a centralized multisensor online quickest disorder detection problem where the
observation from each sensor is a Wiener process gaining a constant drift at a common …

In multichannel sequential change detection, multiple sensors monitor an environment and
communicate their data to a fusion center; the latter is responsible for detecting, as soon as …

Procedure of early detection of a gradual change in insulating materials properties
(disorder) is developed on the basis of thermal conductivity degradation under the hostility …