O'Reilly logo

Academic Press Library in Signal Processing by Rama Chellappa, Sergios Theodoridis

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Chapter 6

Quickest Change Detection

Venugopal V. Veeravalli and Taposh Banerjee,    ECE Department and Coordinated Science Laboratory, Urbana, IL, USA, vvv@illinois.edu, banerje5@illinois.edu

Abstract

The problem of detecting changes in the statistical properties of a stochastic system and time series arises in various branches of science and engineering. It has a wide spectrum of important applications ranging from machine monitoring to biomedical signal processing. In all of these applications the observations being monitored undergo a change in distribution in response to a change or anomaly in the environment, and the goal is to detect the change as quickly as possibly, subject to false alarm constraints. In this chapter, two formulations of ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required