Detection of Abrupt Changes: Theory and Application

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.