Detection of Abrupt Changes: Theory and Application
by Michele Basseville, Igor V. Nikiforov
Publisher: Prentice-Hall 1993
Number of pages: 469
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.
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by Daniel N. Rockmore, Jr, Dennis M. Healy - Cambridge University Press
The book about the mathematical basis of signal processing and its many areas of application for graduate students. The text emphasizes current challenges, new techniques adapted to new technologies, and recent advances in algorithms and theory.
by E. A. Lee, P. Varaiya - Addison Wesley
An introduction to signals and systems for electrical engineering, computer engineering, and computer science students. The material motivates signals and systems through sound and images, as opposed to circuits. Calculus is the only prerequisite.
by G. Larry Bretthorst - Springer
This work is a research document on the application of probability theory to the parameter estimation problem. The people who will be interested in this material are physicists, economists, and engineers who have to deal with data on a daily basis.
by Bruce Hajek - University of Illinois at Urbana-Champaign
These notes were written for a graduate course on random processes. Students are assumed to have had a previous course in probability, some familiarity with real analysis and linear algebra, and some familiarity with complex analysis.