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Quickest Detection
Quickest Detection
Author: H. Vincent Poor, Olympia Hadjiliadis
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, th...  more »
ISBN-13: 9780521621045
ISBN-10: 0521621046
Publication Date: 12/22/2008
Pages: 244
Edition: 1
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Publisher: Cambridge University Press
Book Type: Hardcover
Members Wishing: 0
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