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Author Name    H. Vincent Poor

Title   Quickest Detection

Binding   Hardcover

Book Condition   New

Jacket Condition   New

Edition   First Edition

Size   247 x 174 Mm

Publisher   Cambridge, UK Cambridge University Press 2008

ISBN    0521621046 / 9780521621045

Seller ID   027722

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, this book describes the fundamentals underpinning the field, providing the background necessary to design, analyze, and understand quickest detection algorithms. For the first time the authors bring together results which were previously scattered across disparate disciplines, and provide a unified treatment of several different approaches to the quickest detection problem. This book is essential reading for anyone who wants to understand the basic statistical procedures for change detection from a fundamental viewpoint, and for those interested in theoretical questions of change detection. It is ideal for graduate students and researchers of engineering, statistics, economics, and finance. Contents 1. Introduction 2. Probabilistic framework 3. Markov optimal stopping theory 4. Sequential detection 5. Bayesian quickest detection 6. Non-bayesian quickest detection 7. Additional topics. Printed Pages: 244.

Quickest Detection

Price = 65.00 USD

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