Quickest Detection Of A State-dependent Change Point

In some application fields,it needs to do some real-time detection for the change of sequence,such as radio-frequency spectrum monitoring,network security,critical patient monitoring,etc.,so that we can take emergency measures timely for these changes.In the real-time observation process,when the sequence distribution changed,the technology which is applied to detect the change point as soon as possible is called quickest detection.We study the quickest detection problem of a state-dependent change point.In this paper,the first chapter gives some introductions of quickest detection such as the motivations,applications and some preliminary knowledge;In the second chapter,there are some descriptions about the concepts and optimal stopping rules of Bayesian quickest detection;In the third chapter,we do some analysis about the quickest detection problem of a state-dependent change point and give the stopping rules.At last,we give the conclusions of the paper and the outlook for this topic.