Detection of Abrupt Changes: Theory and Application
by Michele Basseville, Igor V. Nikiforov
Publisher: Prentice-Hall 1993
ISBN/ASIN: 0131267809
ISBN-13: 9780131267800
Number of pages: 469
Description:
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, and others.
Download or read it online for free here:
Download link
(2.9MB, PDF)
Similar books
R. R. Bahadur's Lectures on the Theory of Estimationby Raghu Raj Bahadur, at al. - IMS
In this volume the author covered what should be standard topics in a course of parametric estimation: Bayes estimates, unbiased estimation, Fisher information, Cramer-Rao bounds, and the theory of maximum likelihood estimation.
(11311 views)
Optimal Filteringby B.D.O. Anderson, J.B. Moore - Prentice-Hall
This graduate-level text augments and extends studies of signal processing, particularly in regard to communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; the discrete-time Kalman filter; etc.
(19608 views)
Fast Fourier Transformsby C. Sidney Burrus, at al. - Connexions
This book uses an index map, a polynomial decomposition, an operator factorization, and a conversion to a filter to develop a very general description of fast algorithms to calculate the discrete Fourier transform. Computer programs are provided.
(14338 views)
Digital Filtersby Fausto Pedro García Marquez - InTech
Digital filters are the most versatile, practical and effective methods for extracting the information necessary from the signal. This book presents the most advanced digital filters including different case studies and the most relevant literature.
(11891 views)