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portada Quickest Detection
Type
Physical Book
Author
Publisher
Year
2008
Language
English
Pages
244
Format
Hardcover
Dimensions
24.6 x 17.3 x 1.8 cm
Weight
0.64 kg.
ISBN
0521621046
ISBN13
9780521621045
Edition No.
1
Categories

Quickest Detection

H. Vincent Poor (Author) · Olympia Hadjiliadis (Author) · Cambridge University Press · Hardcover

Quickest Detection - Poor, H. Vincent ; Hadjiliadis, Olympia

New Book Imported to Taiwan
Delivery: 04 Sep - 14 Sep Shipping: 4 to 5 business days.
NT$ 5,288
NT$ 5,288

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Synopsis "Quickest Detection "

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.

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The binding of this edition is Hardcover.

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