**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.

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