Quickest Detection - H. Vincent Poor,Olympia Hadjiliadis
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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, prov ... Full description
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Description
More Information
| Author | H. Vincent Poor, Olympia Hadjiliadis |
|---|---|
| Publisher | Cambridge University Press |
| Release year | 2015 |
| Cover type | Hardcover |
| EAN | 9780521621045 |