Quickest Detection PDF Download
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Author | : H. Vincent Poor |
Publisher | : Cambridge University Press |
Total Pages | : 244 |
Release | : 2008-11-20 |
Genre | : Technology & Engineering |
ISBN | : 9780521621045 |
Download Quickest Detection Book in PDF, ePub and Kindle
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.
Author | : Goran Peskir |
Publisher | : Springer Science & Business Media |
Total Pages | : 515 |
Release | : 2006-11-10 |
Genre | : Mathematics |
ISBN | : 3764373903 |
Download Optimal Stopping and Free-Boundary Problems Book in PDF, ePub and Kindle
This book discloses a fascinating connection between optimal stopping problems in probability and free-boundary problems. It focuses on key examples and the theory of optimal stopping is exposed at its basic principles in discrete and continuous time covering martingale and Markovian methods. Methods of solution explained range from change of time, space, and measure, to more recent ones such as local time-space calculus and nonlinear integral equations. A chapter on stochastic processes makes the material more accessible. The book will appeal to those wishing to master stochastic calculus via fundamental examples. Areas of application include financial mathematics, financial engineering, and mathematical statistics.
Author | : Bruce Broder |
Publisher | : |
Total Pages | : 186 |
Release | : 1990 |
Genre | : Signal detection |
ISBN | : |
Download Quickest Detection Procedures and Transient Signal Detection Book in PDF, ePub and Kindle
Author | : Ezio Biglieri |
Publisher | : Cambridge University Press |
Total Pages | : 327 |
Release | : 2012-11-15 |
Genre | : Technology & Engineering |
ISBN | : 1139851918 |
Download Principles of Cognitive Radio Book in PDF, ePub and Kindle
Widely regarded as one of the most promising emerging technologies for driving the future development of wireless communications, cognitive radio has the potential to mitigate the problem of increasing radio spectrum scarcity through dynamic spectrum allocation. Drawing on fundamental elements of information theory, network theory, propagation, optimisation and signal processing, a team of leading experts present a systematic treatment of the core physical and networking principles of cognitive radio and explore key design considerations for the development of new cognitive radio systems. Containing all the underlying principles you need to develop practical applications in cognitive radio, this book is an essential reference for students, researchers and practitioners alike in the field of wireless communications and signal processing.
Author | : Robert Walter Crow |
Publisher | : |
Total Pages | : 0 |
Release | : 1994 |
Genre | : Signal detection |
ISBN | : |
Download Robust, Distributed, and Adaptive Quickest Detection Procedures Book in PDF, ePub and Kindle
Author | : Vikram Krishnamurthy |
Publisher | : Cambridge University Press |
Total Pages | : 491 |
Release | : 2016-03-21 |
Genre | : Mathematics |
ISBN | : 1107134609 |
Download Partially Observed Markov Decision Processes Book in PDF, ePub and Kindle
This book covers formulation, algorithms, and structural results of partially observed Markov decision processes, whilst linking theory to real-world applications in controlled sensing. Computations are kept to a minimum, enabling students and researchers in engineering, operations research, and economics to understand the methods and determine the structure of their optimal solution.
Author | : Alexander Tartakovsky |
Publisher | : CRC Press |
Total Pages | : 605 |
Release | : 2014-08-27 |
Genre | : Mathematics |
ISBN | : 1439838208 |
Download Sequential Analysis Book in PDF, ePub and Kindle
Sequential Analysis: Hypothesis Testing and Changepoint Detection systematically develops the theory of sequential hypothesis testing and quickest changepoint detection. It also describes important applications in which theoretical results can be used efficiently. The book reviews recent accomplishments in hypothesis testing and changepoint detection both in decision-theoretic (Bayesian) and non-decision-theoretic (non-Bayesian) contexts. The authors not only emphasize traditional binary hypotheses but also substantially more difficult multiple decision problems. They address scenarios with simple hypotheses and more realistic cases of two and finitely many composite hypotheses. The book primarily focuses on practical discrete-time models, with certain continuous-time models also examined when general results can be obtained very similarly in both cases. It treats both conventional i.i.d. and general non-i.i.d. stochastic models in detail, including Markov, hidden Markov, state-space, regression, and autoregression models. Rigorous proofs are given for the most important results. Written by leading authorities in the field, this book covers the theoretical developments and applications of sequential hypothesis testing and sequential quickest changepoint detection in a wide range of engineering and environmental domains. It explains how the theoretical aspects influence the hypothesis testing and changepoint detection problems as well as the design of algorithms.
Author | : John A. Bather |
Publisher | : |
Total Pages | : 25 |
Release | : 1965 |
Genre | : Operations research |
ISBN | : |
Download On a Quickest Detection Problem Book in PDF, ePub and Kindle
Author | : Ansgar Steland |
Publisher | : Springer |
Total Pages | : 479 |
Release | : 2015-02-04 |
Genre | : Mathematics |
ISBN | : 3319138812 |
Download Stochastic Models, Statistics and Their Applications Book in PDF, ePub and Kindle
This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.
Author | : |
Publisher | : DEStech Publications, Inc |
Total Pages | : 1356 |
Release | : 2014-11-11 |
Genre | : Computers |
ISBN | : 1605951935 |
Download International Conference on Computational and Information Sciences (ICCIS) 2014 Book in PDF, ePub and Kindle
The 6th International Conference on Computational and Information Sciences (ICCIS2014) will be held in NanChong, China. The 6th International Conference on Computational and Information Sciences (ICCIS2014)aims at bringing researchers in the areas of computational and information sciences to exchange new ideas and to explore new ground. The goal of the conference is to push the application of modern computing technologies to science, engineering, and information technologies.Following the success of ICCIS2004,ICCIS2010 and ICCIS2011,ICCIS2012,ICCIS2013,ICCIS2014 conference will consist of invited keynote presentations and contributed presentations of latest developments in computational and information sciences. The 2014 International Conference on Computational and Information Sciences (ICCIS 2014), now in its sixth run, has become one of the premier conferences in this dynamic and exciting field. The goal of ICCIS is to catalyze the communications among various communities in computational and information sciences. ICCIS provides a venue for the participants to share their recent research and development, to seek for collaboration resources and opportunities, and to build professional networks.