Online detection of changes in stochastic systems, referred to as sequential change detection or quickest change detection, is an important research topic in statistics, signal processing, and information theory, and has a wide range of applications. This survey starts with the basics of sequential change detection, and then moves on to generalizations and extensions of sequential change detection theory and methods. We also discuss some new dimensions that emerge at the intersection of sequential change detection with other areas, along with a selection of modern applications and remarks on open questions.
翻译：在线检测随机系统的变化,称为顺序变化检测或快速变化检测,是统计、信号处理和信息理论方面的一个重要研究课题,具有广泛的应用性。这一调查首先从顺序变化检测的基本原理开始,然后转向顺序变化检测理论和方法的概括和扩展。我们还讨论了在顺序变化检测与其他领域交汇时出现的一些新层面,以及一些现代应用和开放问题评论。
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