In this paper, we develop a new change detection algorithm for detecting a change in the Markov kernel over a metric space in which the post-change kernel is unknown. Under the assumption that the pre- and post-change Markov kernel is geometrically ergodic, we derive an upper bound on the mean delay and a lower bound on the mean time between false alarms.

翻译：在本文中,我们开发了一种新的变化检测算法,以探测在变化后内核未知的公制空间上马尔科夫内核的变化。 在假设改变前和变化后内核是几何偏差的假设下,我们得出了平均延迟的上限和误差之间的平均时间的下限。