This paper addresses the quickest detection of superimposed hidden Markov Models (HMMs) using tracking algorithms. It is assumed that a known HMM is always extant but at an unknown time a second known HMM might be present and overlapped with the previous one. We develop a Page-like test to detect this superimposed HMM as quickly as possible. It is argued that such a scheme is feasible only for low dimension HMMs and therefore it is not extensible to multiple superimposed HMMs. A new detection method based on multiple target tracking ideas is presented, and it is shown through numerical examples that this scheme works essentially as well as the 'optimal' one.
Quickest detection of superimposed hidden Markov models using a multiple target tracker
1998 IEEE Aerospace Conference Proceedings (Cat. No.98TH8339) ; 5 ; 37-47 vol.5
1998-01-01
909014 byte
Conference paper
Electronic Resource
English
Quickest Detection of Superimposed Hidden Markov Models Using A Multiple Hypothesis Tracker
British Library Conference Proceedings | 1998
|Anomaly Detection Using Hidden Markov Models
NTRS | 1993
|HIDDEN MARKOV MODEL PARAMETER ESTIMATION FOR MULTIPLE DIM TARGET DETECTION
British Library Conference Proceedings | 2012
|Online adaptive hidden Markov model for multi-tracker fusion
British Library Online Contents | 2016
|Online adaptive hidden Markov model for multi-tracker fusion
British Library Online Contents | 2016
|