Detection of Abrupt Changes: Theory and Application
Presents mathematical tools and techniques for solving change detection problems in wide domains like signal processing, controlled systems and monitoring. The book covers a wide class of stochastic processes, including scalar independent observations and multidimensional dependent ARMA.
O que estão dizendo - Escrever uma resenha
Não encontramos nenhuma resenha nos lugares comuns.
Properties of the Algorithms for Nonadditive Changes
14 outras seções não mostradas
additive changes approach approximation ARL function ARMA models assume asymptotic basic bound called change detection algorithms chapter complex computed concerning conditional consider constant corresponding covariance CUSUM algorithm decision function defined definition density derivation describe detection problem direction discuss distribution dynamic efficient equal equation equivalent estimation example exists explained false alarms figure filter formula Gaussian geometrical given GLR algorithm hypotheses independent innovation interest introduced issue known likelihood ratio linear log-likelihood magnitude matrix mean measurements namely noise Note observations off-line on-line optimal parameter point of view possible present priori probability problem properties random variable respect rule sample scalar sequence signal simple situation solution SPRT state-space models statistical stopping subsection sufficient theorem threshold transformation types unknown variance vector weighted written