Detection of abrupt changes : theory and application
著者
書誌事項
Detection of abrupt changes : theory and application
（Prentice-Hall information and system sciences series）
Prentice Hall, c1993
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注記
Includes bibliographical references (p. 501-521) and index
内容説明・目次
内容説明
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, automatic control and supervision, time series analysis, applied statistics, quality control and preventive maintenance and monitoring of plants.
目次
- Introduction to the theory of on-line algorithms in the simplest case of changes in the scalar parameter of an independent random sequence
- theoretical backgrounds and formal definition of criteria
- analytical and numerical properties of on-line algorithms for detecting changes in the scalar parameter of an independent random sequence
- extension to additive changes in ARMA and state space models
- detection of changes in spectral properties using parametric approaches - scalar case
- detection of changes in spectral properties using parametric approach - multi-dimensional case and theoretical results in both cases
- tuning and optimization of change detection algorithms
- applications.
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