Quickest Detection 在线电子书 pdf 下载 txt下载 epub 下载 mobi 下载 2024

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H. Vincent Poor 作者

Cambridge University Press

译者

2008-12-22 出版日期

228 页数

855.00元价格

Hardcover

丛书系列

9780521621045 图书编码

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发表于2024-09-17

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Quickest Detection 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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The problem of detecting abrupt changes in the behavior of an observed signal or time series arises in a variety of fields, including climate modeling, finance, image analysis, and security. Quickest detection refers to real-time detection of such changes as quickly as possible after they occur. Using the framework of optimal stopping theory, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance.

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