Sequential Change Detection And Hypothesis Testing

Author : Alexander Tartakovsky,Igor Nikiforov,Michele Basseville
Publisher : CRC Press
Page : 605 pages
File Size : 41,9 Mb
Release : 2014-08-27
Category : Mathematics
ISBN : 9781439838204

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Sequential Analysis by Alexander Tartakovsky,Igor Nikiforov,Michele Basseville Pdf

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 : Alexander Tartakovsky
Publisher : CRC Press
Page : 321 pages
File Size : 46,7 Mb
Release : 2019-12-11
Category : Mathematics
ISBN : 9781498757591

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Sequential Change Detection and Hypothesis Testing by Alexander Tartakovsky Pdf

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 : Michèle Basseville,Igorʹ Vladimirovich Nikiforov
Publisher : Unknown
Page : 568 pages
File Size : 53,7 Mb
Release : 1993
Category : Mathematics
ISBN : UOM:39015029550764

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Detection of Abrupt Changes by Michèle Basseville,Igorʹ Vladimirovich Nikiforov Pdf

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, including scalar independent observations and multidimensional dependent ARMA.

Author : MengChu Zhou,Han-Xiong Li,Margot Weijnen
Publisher : John Wiley & Sons
Page : 898 pages
File Size : 47,5 Mb
Release : 2015-04-20
Category : Technology & Engineering
ISBN : 9781118271865

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Contemporary Issues in Systems Science and Engineering by MengChu Zhou,Han-Xiong Li,Margot Weijnen Pdf

Various systems science and engineering disciplines are covered and challenging new research issues in these disciplines are revealed. They will be extremely valuable for the readers to search for some new research directions and problems. Chapters are contributed by world-renowned systems engineers Chapters include discussions and conclusions Readers can grasp each event holistically without having professional expertise in the field

Author : Cesare Alippi
Publisher : Springer
Page : 283 pages
File Size : 47,7 Mb
Release : 2014-07-08
Category : Technology & Engineering
ISBN : 9783319052786

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Intelligence for Embedded Systems by Cesare Alippi Pdf

Addressing current issues of which any engineer or computer scientist should be aware, this monograph is a response to the need to adopt a new computational paradigm as the methodological basis for designing pervasive embedded systems with sensor capabilities. The requirements of this paradigm are to control complexity, to limit cost and energy consumption and to provide adaptation and cognition abilities allowing the embedded system to interact proactively with the real world. The quest for such intelligence requires the formalization of a new generation of intelligent systems able to exploit advances in digital architectures and in sensing technologies. The book sheds light on the theory behind intelligence for embedded systems with specific focus on: · robustness (the robustness of a computational flow and its evaluation); · intelligence (how to mimic the adaptation and cognition abilities of the human brain), · the capacity to learn in non-stationary and evolving environments by detecting changes and reacting accordingly; and · a new paradigm that, by accepting results that are correct in probability, allows the complexity of the embedded application the be kept under control. Theories, concepts and methods are provided to motivate researchers in this exciting and timely interdisciplinary area. Applications such as porting a neural network from a high-precision platform to a digital embedded system and evaluatin g its robustness level are described. Examples show how the methodology introduced can be adopted in the case of cyber-physical systems to manage the interaction between embedded devices and physical world. Researchers and graduate students in computer science and various engineering-related disciplines will find the methods and approaches propounded in Intelligence for Embedded Systems of great interest. The book will also be an important resource for practitioners working on embedded systems and applications.

Author : Abraham Wald
Publisher : Courier Corporation
Page : 224 pages
File Size : 54,6 Mb
Release : 2013-11-26
Category : Mathematics
ISBN : 9780486783239

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Sequential Analysis by Abraham Wald Pdf

The first to solve the general problem of sequential tests of statistical hypotheses, the author of this text explains his revolutionary theory of the sequential probability ratio test and its applications. 1947 edition.

Author : Alexander Tartakovsky,Igor Nikiforov,Michele Basseville
Publisher : CRC Press
Page : 600 pages
File Size : 51,8 Mb
Release : 2014-08-27
Category : Mathematics
ISBN : 9781439838211

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Sequential Analysis by Alexander Tartakovsky,Igor Nikiforov,Michele Basseville Pdf

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 detecti

Author : Bernard C. Levy
Publisher : Springer Science & Business Media
Page : 647 pages
File Size : 53,5 Mb
Release : 2008-12-16
Category : Technology & Engineering
ISBN : 9780387765440

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Principles of Signal Detection and Parameter Estimation by Bernard C. Levy Pdf

This textbook provides a comprehensive and current understanding of signal detection and estimation, including problems and solutions for each chapter. Signal detection plays an important role in fields such as radar, sonar, digital communications, image processing, and failure detection. The book explores both Gaussian detection and detection of Markov chains, presenting a unified treatment of coding and modulation topics. Addresses asymptotic of tests with the theory of large deviations, and robust detection. This text is appropriate for students of Electrical Engineering in graduate courses in Signal Detection and Estimation.

Author : Heinz D. Unbehauen
Publisher : EOLSS Publications
Page : 524 pages
File Size : 49,7 Mb
Release : 2009-10-11
Category : Electronic
ISBN : 9781848261556

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Control Systems, Robotics and AutomatioN – Volume XVI by Heinz D. Unbehauen Pdf

This Encyclopedia of Control Systems, Robotics, and Automation is a component of the global Encyclopedia of Life Support Systems EOLSS, which is an integrated compendium of twenty one Encyclopedias. This 22-volume set contains 240 chapters, each of size 5000-30000 words, with perspectives, applications and extensive illustrations. It is the only publication of its kind carrying state-of-the-art knowledge in the fields of Control Systems, Robotics, and Automation and is aimed, by virtue of the several applications, at the following five major target audiences: University and College Students, Educators, Professional Practitioners, Research Personnel and Policy Analysts, Managers, and Decision Makers and NGOs.

Author : Edward G. Carlstein,Hans-Georg Mu ller,David Siegmund
Publisher : IMS
Page : 400 pages
File Size : 51,7 Mb
Release : 1994
Category : Mathematics
ISBN : 094060034X

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Change-point Problems by Edward G. Carlstein,Hans-Georg Mu ller,David Siegmund Pdf

Author : Pierre Moulin,Venugopal V. Veeravalli
Publisher : Cambridge University Press
Page : 423 pages
File Size : 41,5 Mb
Release : 2019
Category : Mathematics
ISBN : 9781107185920

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Statistical Inference for Engineers and Data Scientists by Pierre Moulin,Venugopal V. Veeravalli Pdf

A mathematically accessible textbook introducing all the tools needed to address modern inference problems in engineering and data science.

Author : Boris Brodsky
Publisher : CRC Press
Page : 366 pages
File Size : 45,5 Mb
Release : 2016-12-12
Category : Mathematics
ISBN : 9781498755979

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Change-Point Analysis in Nonstationary Stochastic Models by Boris Brodsky Pdf

This book covers the development of methods for detection and estimation of changes in complex systems. These systems are generally described by nonstationary stochastic models, which comprise both static and dynamic regimes, linear and nonlinear dynamics, and constant and time-variant structures of such systems. It covers both retrospective and sequential problems, particularly theoretical methods of optimal detection. Such methods are constructed and their characteristics are analyzed both theoretically and experimentally. Suitable for researchers working in change-point analysis and stochastic modelling, the book includes theoretical details combined with computer simulations and practical applications. Its rigorous approach will be appreciated by those looking to delve into the details of the methods, as well as those looking to apply them.

Author : Ron Kimmel,Reinhard Klette,Akihiro Sugimoto
Publisher : Springer Science & Business Media
Page : 544 pages
File Size : 46,8 Mb
Release : 2011-03-14
Category : Computers
ISBN : 9783642193149

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Computer Vision by Ron Kimmel,Reinhard Klette,Akihiro Sugimoto Pdf

The four-volume set LNCS 6492-6495 constitutes the thoroughly refereed post-proceedings of the 10th Asian Conference on Computer Vision, ACCV 2009, held in Queenstown, New Zealand in November 2010. All together the four volumes present 206 revised papers selected from a total of 739 Submissions. All current issues in computer vision are addressed ranging from algorithms that attempt to automatically understand the content of images, optical methods coupled with computational techniques that enhance and improve images, and capturing and analyzing the world's geometry while preparing the higher level image and shape understanding. Novel gemometry techniques, statistical learning methods, and modern algebraic procedures are dealt with as well.

Author : Frank Nielsen,Frédéric Barbaresco
Publisher : Springer
Page : 879 pages
File Size : 50,6 Mb
Release : 2013-08-19
Category : Computers
ISBN : 9783642400209

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Geometric Science of Information by Frank Nielsen,Frédéric Barbaresco Pdf

This book constitutes the refereed proceedings of the First International Conference on Geometric Science of Information, GSI 2013, held in Paris, France, in August 2013. The nearly 100 papers presented were carefully reviewed and selected from numerous submissions and are organized into the following thematic sessions: Geometric Statistics on Manifolds and Lie Groups, Deformations in Shape Spaces, Differential Geometry in Signal Processing, Relational Metric, Discrete Metric Spaces, Computational Information Geometry, Hessian Information Geometry I and II, Computational Aspects of Information Geometry in Statistics, Optimization on Matrix Manifolds, Optimal Transport Theory, Probability on Manifolds, Divergence Geometry and Ancillarity, Entropic Geometry, Tensor-Valued Mathematical Morphology, Machine/Manifold/Topology Learning, Geometry of Audio Processing, Geometry of Inverse Problems, Algebraic/Infinite dimensional/Banach Information Manifolds, Information Geometry Manifolds, and Algorithms on Manifolds.

Author : Olga Isupova
Publisher : Springer
Page : 126 pages
File Size : 48,7 Mb
Release : 2018-02-24
Category : Technology & Engineering
ISBN : 9783319755083

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Machine Learning Methods for Behaviour Analysis and Anomaly Detection in Video by Olga Isupova Pdf

This thesis proposes machine learning methods for understanding scenes via behaviour analysis and online anomaly detection in video. The book introduces novel Bayesian topic models for detection of events that are different from typical activities and a novel framework for change point detection for identifying sudden behavioural changes. Behaviour analysis and anomaly detection are key components of intelligent vision systems. Anomaly detection can be considered from two perspectives: abnormal events can be defined as those that violate typical activities or as a sudden change in behaviour. Topic modelling and change-point detection methodologies, respectively, are employed to achieve these objectives. The thesis starts with the development of learning algorithms for a dynamic topic model, which extract topics that represent typical activities of a scene. These typical activities are used in a normality measure in anomaly detection decision-making. The book also proposes a novel anomaly localisation procedure. In the first topic model presented, a number of topics should be specified in advance. A novel dynamic nonparametric hierarchical Dirichlet process topic model is then developed where the number of topics is determined from data. Batch and online inference algorithms are developed. The latter part of the thesis considers behaviour analysis and anomaly detection within the change-point detection methodology. A novel general framework for change-point detection is introduced. Gaussian process time series data is considered. Statistical hypothesis tests are proposed for both offline and online data processing and multiple change point detection are proposed and theoretical properties of the tests are derived. The thesis is accompanied by open-source toolboxes that can be used by researchers and engineers.