Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Quickest Detection PDF full book. Access full book title Quickest Detection by H. Vincent Poor. Download full books in PDF and EPUB format.
Author: H. Vincent Poor Publisher: Cambridge University Press ISBN: 9780521621045 Category : Technology & Engineering Languages : en Pages : 244
Book Description
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: H. Vincent Poor Publisher: Cambridge University Press ISBN: 9780521621045 Category : Technology & Engineering Languages : en Pages : 244
Book Description
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: Alexander Tartakovsky Publisher: CRC Press ISBN: 1439838208 Category : Mathematics Languages : en Pages : 605
Book Description
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: Goran Peskir Publisher: Springer Science & Business Media ISBN: 3764373903 Category : Mathematics Languages : en Pages : 515
Book Description
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: Vikram Krishnamurthy Publisher: Cambridge University Press ISBN: 1107134609 Category : Mathematics Languages : en Pages : 491
Book Description
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 ISBN: 1498757596 Category : Mathematics Languages : en Pages : 321
Book Description
Statistical methods for sequential hypothesis testing and changepoint detection have applications across many fields, including quality control, biomedical engineering, communication networks, econometrics, image processing, security, etc. This book presents an overview of methodology in these related areas, providing a synthesis of research from the last few decades. The methods are illustrated through real data examples, and software is referenced where possible. The emphasis is on providing all the theoretical details in a unified framework, with pointers to new research directions.
Author: Ezio Biglieri Publisher: Cambridge University Press ISBN: 1139851918 Category : Technology & Engineering Languages : en Pages : 327
Book Description
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: Ananthram Swami Publisher: John Wiley & Sons ISBN: 9780470061817 Category : Technology & Engineering Languages : en Pages : 416
Book Description
A wireless sensor network (WSN) uses a number of autonomous devices to cooperatively monitor physical or environmental conditions via a wireless network. Since its military beginnings as a means of battlefield surveillance, practical use of this technology has extended to a range of civilian applications including environmental monitoring, natural disaster prediction and relief, health monitoring and fire detection. Technological advancements, coupled with lowering costs, suggest that wireless sensor networks will have a significant impact on 21st century life. The design of wireless sensor networks requires consideration for several disciplines such as distributed signal processing, communications and cross-layer design. Wireless Sensor Networks: Signal Processing and Communications focuses on the theoretical aspects of wireless sensor networks and offers readers signal processing and communication perspectives on the design of large-scale networks. It explains state-of-the-art design theories and techniques to readers and places emphasis on the fundamental properties of large-scale sensor networks. Wireless Sensor Networks: Signal Processing and Communications : Approaches WSNs from a new angle – distributed signal processing, communication algorithms and novel cross-layer design paradigms. Applies ideas and illustrations from classical theory to an emerging field of WSN applications. Presents important analytical tools for use in the design of application-specific WSNs. Wireless Sensor Networks will be of use to signal processing and communications researchers and practitioners in applying classical theory to network design. It identifies research directions for senior undergraduate and graduate students and offers a rich bibliography for further reading and investigation.
Author: Publisher: DEStech Publications, Inc ISBN: 1605951935 Category : Computers Languages : en Pages : 1356
Book Description
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.
Author: H. Vincent Poor
Author: H. Vincent Poor
Author: Alexander Tartakovsky
Author: Goran Peskir
Author: Vikram Krishnamurthy
Author: Alexander Tartakovsky
Author: Ezio Biglieri
Author: Kohei Arai
Author: Ananthram Swami
Author: 
Author: