Detection of Abrupt Changes: Theory and Application
by Michele Basseville, Igor V. Nikiforov
Publisher: Prentice-Hall 1993
ISBN/ASIN: 0131267809
ISBN-13: 9780131267800
Number of pages: 469
Description:
This book 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, from scalar independent observations to multidimensional dependent ARMA and state-space models, the properties of the algorithms for statistical change detection, tuning and optimizing change detection in real-world applications. The book is intended for engineers and researchers involved in signal processing, and others.
Download or read it online for free here:
Download link
(2.9MB, PDF)
Similar books
Notes on the Design of Optimal FIR Filtersby John Treichler - Connexions
This book examines how to convert a typical filter specification into a reasonably accurate estimate of the length of the impulse response. The text covers filter sizing, performance comparisons with other FIR design methods, etc.
(8629 views)
Digital Signal Processing and Analysisby Jeff Fessler - University of Michigan
Course objectives: 1. to teach students the concepts of discrete-time signals, including mathematical representations; 2. to teach students the concepts of linear time-invariant discrete-time systems; 3. to introduce the concepts of filter design.
(16787 views)
Elements of Signal Detection and Estimationby Carl W. Helstrom - Prentice Hall
This is an introduction to signal-detection theory, a subject fundamental to the design of detectors of weak signals in the presence of random noise, and to the design of optimal receivers of communication, radar, sonar and optical signals.
(12527 views)
R. R. Bahadur's Lectures on the Theory of Estimationby Raghu Raj Bahadur, at al. - IMS
In this volume the author covered what should be standard topics in a course of parametric estimation: Bayes estimates, unbiased estimation, Fisher information, Cramer-Rao bounds, and the theory of maximum likelihood estimation.
(9650 views)