{"id":"https://openalex.org/W2138474091","doi":"https://doi.org/10.1109/18.87003","title":"Quickest detection of a time-varying change in distribution","display_name":"Quickest detection of a time-varying change in distribution","publication_year":1991,"publication_date":"1991-07-01","ids":{"openalex":"https://openalex.org/W2138474091","doi":"https://doi.org/10.1109/18.87003","mag":"2138474091"},"language":"en","primary_location":{"id":"doi:10.1109/18.87003","doi":"https://doi.org/10.1109/18.87003","is_oa":false,"landing_page_url":"https://doi.org/10.1109/18.87003","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-a","cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1"],"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"},"volume":null,"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5023248368","display_name":"Steven D. Blostein","orcid":"https://orcid.org/0000-0001-5908-8746","observed_orcids":["https://orcid.org/0000-0001-5908-8746"]},"institutions":[{"id":"https://openalex.org/I204722609","display_name":"Queen's University","ror":"https://ror.org/02y72wh86","country_code":"CA","type":"education","lineage":["https://openalex.org/I204722609"]}],"countries":["CA"],"is_corresponding":true,"raw_author_name":"S.D. Blostein","raw_affiliation_strings":["Department of Electrical Engineering, Queen's University, Kingston, ONT, Canada","Dept. of Electr. Eng., Queen''s Univ., Kingston, Ont., Canada"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Department of Electrical Engineering, Queen's University, Kingston, ONT, Canada","institution_ids":["https://openalex.org/I204722609"]},{"raw_affiliation_string":"Dept. of Electr. Eng., Queen''s Univ., Kingston, Ont., Canada","institution_ids":["https://openalex.org/I204722609"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":1,"corresponding_author_ids":["https://openalex.org/A5023248368"],"corresponding_institution_ids":["https://openalex.org/I204722609"],"apc_list":{"value":2645,"currency":"USD","value_usd":2645},"apc_paid":null,"fwci":0.8619,"has_fulltext":false,"cited_by_count":20,"citation_normalized_percentile":{"value":0.7751271,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":89,"max":98},"biblio":{"volume":"37","issue":"4","first_page":"1116","last_page":"1122"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11443","display_name":"Advanced Statistical Process Monitoring","score":0.9872999787330627,"subfield":{"id":"https://openalex.org/subfields/1804","display_name":"Statistics, Probability and Uncertainty"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12879","display_name":"Distributed Sensor Networks and Detection Algorithms","score":0.004800000227987766,"subfield":{"id":"https://openalex.org/subfields/1705","display_name":"Computer Networks and Communications"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T10891","display_name":"Radar Systems and Signal Processing","score":0.0015999999595806003,"subfield":{"id":"https://openalex.org/subfields/2202","display_name":"Aerospace Engineering"},"field":{"id":"https://openalex.org/fields/22","display_name":"Engineering"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/quickest-detection","display_name":"quickest detection","score":0.8880000114440918},{"id":"https://openalex.org/keywords/change-point-detection","display_name":"change point detection","score":0.7360000014305115},{"id":"https://openalex.org/keywords/independent-random-variables","display_name":"independent random variables","score":0.7480000257492065},{"id":"https://openalex.org/keywords/coherent-detection","display_name":"coherent detection","score":0.7099999785423279},{"id":"https://openalex.org/keywords/false-alarm-rate","display_name":"false alarm rate","score":0.8690000176429749},{"id":"https://openalex.org/keywords/white-gaussian-noise","display_name":"Gaussian white noise","score":0.9679999947547913}],"concepts":[{"id":"https://openalex.org/C77052588","wikidata":"https://www.wikidata.org/wiki/Q644307","display_name":"Constant false alarm rate","level":2,"score":0.6662911176681519},{"id":"https://openalex.org/C180205008","wikidata":"https://www.wikidata.org/wiki/Q159190","display_name":"Amplitude","level":2,"score":0.6295468807220459},{"id":"https://openalex.org/C203595873","wikidata":"https://www.wikidata.org/wiki/Q25389927","display_name":"Change detection","level":2,"score":0.6241534948348999},{"id":"https://openalex.org/C137270730","wikidata":"https://www.wikidata.org/wiki/Q120811","display_name":"Detection theory","level":3,"score":0.6208609342575073},{"id":"https://openalex.org/C2776836416","wikidata":"https://www.wikidata.org/wiki/Q1364844","display_name":"False alarm","level":2,"score":0.6169914603233337},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.5955449342727661},{"id":"https://openalex.org/C112633086","wikidata":"https://www.wikidata.org/wiki/Q381287","display_name":"White noise","level":2,"score":0.5745495557785034},{"id":"https://openalex.org/C169334058","wikidata":"https://www.wikidata.org/wiki/Q353292","display_name":"Additive white Gaussian noise","level":3,"score":0.5437139868736267},{"id":"https://openalex.org/C4199805","wikidata":"https://www.wikidata.org/wiki/Q2725903","display_name":"Gaussian noise","level":2,"score":0.45453599095344543},{"id":"https://openalex.org/C99498987","wikidata":"https://www.wikidata.org/wiki/Q2210247","display_name":"Noise (video)","level":3,"score":0.44049912691116333},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.44049298763275146},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.4313582181930542},{"id":"https://openalex.org/C2778112365","wikidata":"https://www.wikidata.org/wiki/Q3511065","display_name":"Sequence (biology)","level":2,"score":0.4285547435283661},{"id":"https://openalex.org/C163716315","wikidata":"https://www.wikidata.org/wiki/Q901177","display_name":"Gaussian","level":2,"score":0.426955908536911},{"id":"https://openalex.org/C44280652","wikidata":"https://www.wikidata.org/wiki/Q104837","display_name":"Phase (matter)","level":2,"score":0.4149206280708313},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4127744734287262},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.3846821188926697},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.286885142326355},{"id":"https://openalex.org/C94915269","wikidata":"https://www.wikidata.org/wiki/Q1834857","display_name":"Detector","level":2,"score":0.18691173195838928},{"id":"https://openalex.org/C76155785","wikidata":"https://www.wikidata.org/wiki/Q418","display_name":"Telecommunications","level":1,"score":0.10677248239517212},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.09786143898963928},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C115961682","wikidata":"https://www.wikidata.org/wiki/Q860623","display_name":"Image (mathematics)","level":2,"score":0.0},{"id":"https://openalex.org/C54355233","wikidata":"https://www.wikidata.org/wiki/Q7162","display_name":"Genetics","level":1,"score":0.0},{"id":"https://openalex.org/C62520636","wikidata":"https://www.wikidata.org/wiki/Q944","display_name":"Quantum mechanics","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/18.87003","doi":"https://doi.org/10.1109/18.87003","is_oa":false,"landing_page_url":"https://doi.org/10.1109/18.87003","pdf_url":null,"source":{"id":"https://openalex.org/S4502562","display_name":"IEEE Transactions on Information Theory","issn_l":"0018-9448","issn":["0018-9448","1557-9654"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["anvur-class-a","anvur-scientific","ccf-a","cwts-core","dongbi-a","jufo-3","norway-2","poland-200","russia-white-list-1"],"host_organization":"https://openalex.org/P4310319808","host_organization_name":"Institute of Electrical and Electronics Engineers","host_organization_lineage":["https://openalex.org/P4310319808"],"host_organization_lineage_names":["Institute of Electrical and Electronics Engineers"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"IEEE Transactions on Information Theory","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[],"sustainable_development_goals_aurora":[{"score":0.47999998927116394,"display_name":"Peace, justice, and strong institutions","id":"https://metadata.un.org/sdg/16"}],"study_designs":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":13,"referenced_works":["https://openalex.org/W16066979","https://openalex.org/W576932136","https://openalex.org/W1981904416","https://openalex.org/W2022780731","https://openalex.org/W2043415344","https://openalex.org/W2051903196","https://openalex.org/W2084947171","https://openalex.org/W2091311817","https://openalex.org/W2110253667","https://openalex.org/W2116523794","https://openalex.org/W2126099188","https://openalex.org/W2163599171","https://openalex.org/W2917342912"],"related_works":["https://openalex.org/W2688936186","https://openalex.org/W2133057113","https://openalex.org/W4414229133","https://openalex.org/W2887320514","https://openalex.org/W2146121993","https://openalex.org/W2940306925","https://openalex.org/W4387514362","https://openalex.org/W2161516472","https://openalex.org/W2896138074","https://openalex.org/W7135023593"],"abstract_inverted_index":{"A":[0],"practical":[1],"algorithm":[2,68],"for":[3],"quickest":[4],"detection":[5,40,74,94],"of":[6,14,22,38,41,45,72,95,98],"time-varying":[7],"arbitrary":[8],"one-parameter":[9],"changes":[10],"in":[11,70,92,106],"a":[12,59],"sequence":[13],"independent":[15],"random":[16],"variables":[17],"is":[18],"developed.":[19],"The":[20,53],"amplitude":[21,103],"the":[23,36,81,93],"parameter":[24],"need":[25],"not":[26],"to":[27,35,58],"be":[28,33],"known.":[29],"This":[30],"model":[31],"can":[32],"applied":[34],"problem":[37],"coherent":[39],"sampled":[42,96],"sinusoidal":[43],"signals":[44],"known":[46,99],"frequency,":[47],"but":[48],"unknown":[49,102],"phase":[50],"and":[51,104],"amplitude.":[52],"tests":[54],"are":[55,76],"designed":[56],"according":[57],"maximum":[60],"allowable":[61],"false":[62],"alarm":[63],"rate.":[64],"Expressions":[65],"that":[66],"predict":[67],"performance,":[69],"terms":[71],"average":[73],"time":[75],"obtained.":[77],"Simulation":[78],"results":[79],"show":[80],"scheme":[82],"has":[83],"improved":[84],"performance":[85],"over":[86],"E.S.":[87],"Page's":[88],"(1954)":[89],"quickest-detection":[90],"procedure":[91],"sinusoids":[97],"frequency":[100],"(and":[101],"phase)":[105],"white":[107],"Gaussian":[108],"noise.>":[109]},"counts_by_year":[{"year":2017,"cited_by_count":1},{"year":2016,"cited_by_count":1},{"year":2014,"cited_by_count":5},{"year":2013,"cited_by_count":2}],"updated_date":"2026-10-14T16:39:01.820549","created_date":"2016-06-24T00:00:00"}