Quickest Detection

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Publisher : Cambridge University Press
ISBN 13 : 9780521621045
Total Pages : 244 pages
Book Rating : 4.6/5 (21 download)

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Book Synopsis Quickest Detection by : H. Vincent Poor

Download or read book Quickest Detection written by H. Vincent Poor and published by Cambridge University Press. This book was released on 2008-11-20 with total page 244 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Optimal Stopping and Free-Boundary Problems

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Publisher : Springer Science & Business Media
ISBN 13 : 3764373903
Total Pages : 515 pages
Book Rating : 4.7/5 (643 download)

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Book Synopsis Optimal Stopping and Free-Boundary Problems by : Goran Peskir

Download or read book Optimal Stopping and Free-Boundary Problems written by Goran Peskir and published by Springer Science & Business Media. This book was released on 2006-11-10 with total page 515 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Sequential Change Detection and Hypothesis Testing

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Publisher : CRC Press
ISBN 13 : 1498757596
Total Pages : 321 pages
Book Rating : 4.4/5 (987 download)

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Book Synopsis Sequential Change Detection and Hypothesis Testing by : Alexander Tartakovsky

Download or read book Sequential Change Detection and Hypothesis Testing written by Alexander Tartakovsky and published by CRC Press. This book was released on 2019-12-11 with total page 321 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Principles of Cognitive Radio

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Publisher : Cambridge University Press
ISBN 13 : 1139851918
Total Pages : 327 pages
Book Rating : 4.1/5 (398 download)

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Book Synopsis Principles of Cognitive Radio by : Ezio Biglieri

Download or read book Principles of Cognitive Radio written by Ezio Biglieri and published by Cambridge University Press. This book was released on 2012-11-15 with total page 327 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Sequential Analysis

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Publisher : CRC Press
ISBN 13 : 1439838216
Total Pages : 600 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Sequential Analysis by : Alexander Tartakovsky

Download or read book Sequential Analysis written by Alexander Tartakovsky and published by CRC Press. This book was released on 2014-08-27 with total page 600 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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

Stochastic Models, Statistics and Their Applications

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Publisher : Springer
ISBN 13 : 3319138812
Total Pages : 479 pages
Book Rating : 4.3/5 (191 download)

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Book Synopsis Stochastic Models, Statistics and Their Applications by : Ansgar Steland

Download or read book Stochastic Models, Statistics and Their Applications written by Ansgar Steland and published by Springer. This book was released on 2015-02-04 with total page 479 pages. Available in PDF, EPUB and Kindle. Book excerpt: This volume presents the latest advances and trends in stochastic models and related statistical procedures. Selected peer-reviewed contributions focus on statistical inference, quality control, change-point analysis and detection, empirical processes, time series analysis, survival analysis and reliability, statistics for stochastic processes, big data in technology and the sciences, statistical genetics, experiment design, and stochastic models in engineering. Stochastic models and related statistical procedures play an important part in furthering our understanding of the challenging problems currently arising in areas of application such as the natural sciences, information technology, engineering, image analysis, genetics, energy and finance, to name but a few. This collection arises from the 12th Workshop on Stochastic Models, Statistics and Their Applications, Wroclaw, Poland.

Partially Observed Markov Decision Processes

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Publisher : Cambridge University Press
ISBN 13 : 1107134609
Total Pages : 491 pages
Book Rating : 4.1/5 (71 download)

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Book Synopsis Partially Observed Markov Decision Processes by : Vikram Krishnamurthy

Download or read book Partially Observed Markov Decision Processes written by Vikram Krishnamurthy and published by Cambridge University Press. This book was released on 2016-03-21 with total page 491 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Sequential Analysis

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Publisher : CRC Press
ISBN 13 : 1439838208
Total Pages : 605 pages
Book Rating : 4.4/5 (398 download)

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Book Synopsis Sequential Analysis by : Alexander Tartakovsky

Download or read book Sequential Analysis written by Alexander Tartakovsky and published by CRC Press. This book was released on 2014-08-27 with total page 605 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.

Signal Detection Theory

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Publisher : Springer Science & Business Media
ISBN 13 : 146120187X
Total Pages : 741 pages
Book Rating : 4.4/5 (612 download)

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Book Synopsis Signal Detection Theory by : Vyacheslav P. Tuzlukov

Download or read book Signal Detection Theory written by Vyacheslav P. Tuzlukov and published by Springer Science & Business Media. This book was released on 2013-03-14 with total page 741 pages. Available in PDF, EPUB and Kindle. Book excerpt: Increasing the noise immunity of complex signal processing systems is the main problem in various areas of signal processing. At the present time there are many books and periodical articles devoted to signal detection, but many important problems remain to be solved. New approaches to complex problems allow us not only to summarize investigations, but also to improve the quality of signal detection in noise. This book is devoted to fundamental problems in the generalized approach to signal processing in noise based on a seemingly abstract idea: the introduction of an additional noise source that does not carry any information about the signal in order to improve the qualitative performance of complex signal processing systems. Theoretical and experimental studies carried out by the author lead to the conclusion that the proposed generalized approach to signal processing in noise allows us to formulate a decision-making rule based on the determi nation of the jointly sufficient statistics of the mean and variance of the likelihood function (or functional). Classical and modern signal detection theories allow us to define only the sufficient statistic of the mean of the likelihood function (or functional). The presence of additional information about the statistical characteristics of the like lihood function (or functional) leads to better-quality signal detection in comparison with the optimal signal detection algorithms of classical and modern theories.

Artificial Neural Networks and Machine Learning - ICANN 2011

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Publisher : Springer Science & Business Media
ISBN 13 : 3642217370
Total Pages : 492 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Artificial Neural Networks and Machine Learning - ICANN 2011 by : Timo Honkela

Download or read book Artificial Neural Networks and Machine Learning - ICANN 2011 written by Timo Honkela and published by Springer Science & Business Media. This book was released on 2011-06-14 with total page 492 pages. Available in PDF, EPUB and Kindle. Book excerpt: This two volume set (LNCS 6791 and LNCS 6792) constitutes the refereed proceedings of the 21th International Conference on Artificial Neural Networks, ICANN 2011, held in Espoo, Finland, in June 2011. The 106 revised full or poster papers presented were carefully reviewed and selected from numerous submissions. ICANN 2011 had two basic tracks: brain-inspired computing and machine learning research, with strong cross-disciplinary interactions and applications.

Stochastic Models in Reliability, Network Security and System Safety

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Publisher : Springer Nature
ISBN 13 : 981150864X
Total Pages : 497 pages
Book Rating : 4.8/5 (115 download)

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Book Synopsis Stochastic Models in Reliability, Network Security and System Safety by : Quan-Lin Li

Download or read book Stochastic Models in Reliability, Network Security and System Safety written by Quan-Lin Li and published by Springer Nature. This book was released on 2019-10-21 with total page 497 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book is dedicated to Jinhua Cao on the occasion of his 80th birthday. Jinhua Cao is one of the most famous reliability theorists. His main contributions include: published over 100 influential scientific papers; published an interesting reliability book in Chinese in 1986, which has greatly influenced the reliability of education, academic research and engineering applications in China; initiated and organized Reliability Professional Society of China (the first part of Operations Research Society of China) since 1981. The high admiration that Professor Cao enjoys in the reliability community all over the world was witnessed by the enthusiastic response of each contributor in this book. The contributors are leading researchers with diverse research perspectives. The research areas of the book iclude a broad range of topics related to reliability models, queueing theory, manufacturing systems, supply chain finance, risk management, Markov decision processes, blockchain and so forth. The book consists of a brief Preface describing the main achievements of Professor Cao; followed by congratulations from Professors Way Kuo and Wei Wayne Li, and by Operations Research Society of China, and Reliability Professional Society of China; and further followed by 25 articles roughly grouped together. Most of the articles are written in a style understandable to a wide audience. This book is useful to anyone interested in recent developments in reliability, network security, system safety, and their stochastic modeling and analysis.

Developing Digital RF Memories and Transceiver Technologies for Electromagnetic Warfare

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Publisher : Artech House
ISBN 13 : 1630816981
Total Pages : 920 pages
Book Rating : 4.6/5 (38 download)

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Book Synopsis Developing Digital RF Memories and Transceiver Technologies for Electromagnetic Warfare by : Phillip E. Pace

Download or read book Developing Digital RF Memories and Transceiver Technologies for Electromagnetic Warfare written by Phillip E. Pace and published by Artech House. This book was released on 2022-05-31 with total page 920 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book provides a comprehensive resource and thorough treatment in the latest development of Digital RF Memory (DRFM) technology and their key role in maintaining dominance over the electromagnetic spectrum. Part I discusses the use of advanced technology to design transceivers for spectrum sensing using unmanned systems to dominate the electromagnetic spectrum. Part II uses artificial intelligence and machine learning to enable modern spectrum sensing and detection signal processing for electronic support and electronic attack. Another key contribution is examination of counter-DRFM techniques. DRFM and transceiver design details and examples are provided along with the MATLAB software allowing the reader to construct their own embedded DRFM transceivers for unmanned systems. It examines the design trade-offs in developing multiple, structured, false target synthesis DRFM architectures and aids in developing counter-DRFM techniques and distinguish false target from real ones. Written by an expert in the field, and including MATLAB™ design software, this is the only comprehensive book written on the subject of DRFM.

Analysis and Synthesis of Fault-Tolerant Control Systems

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Publisher : John Wiley & Sons
ISBN 13 : 111870035X
Total Pages : 451 pages
Book Rating : 4.1/5 (187 download)

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Book Synopsis Analysis and Synthesis of Fault-Tolerant Control Systems by : Magdi S. Mahmoud

Download or read book Analysis and Synthesis of Fault-Tolerant Control Systems written by Magdi S. Mahmoud and published by John Wiley & Sons. This book was released on 2013-10-28 with total page 451 pages. Available in PDF, EPUB and Kindle. Book excerpt: In recent years, control systems have become more sophisticated in order to meet increased performance and safety requirements for modern technological systems. Engineers are becoming more aware that conventional feedback control design for a complex system may result in unsatisfactory performance, or even instability, in the event of malfunctions in actuators, sensors or other system components. In order to circumvent such weaknesses, new approaches to control system design have emerged which can tolerate component malfunctions while maintaining acceptable stability and performance. These types of control systems are often known as fault-tolerant control systems (FTCS). More precisely, FTCS are control systems which possess the ability to accommodate component failure automatically. Analysis and Synthesis of Fault-Tolerant Control Systems comprehensively covers the analysis and synthesis methods of fault tolerant control systems. It unifies the methods for developing controllers and filters for a wide class of dynamical systems and reports on the recent technical advances in design methodologies. MATLAB® is used throughout the book, to demonstrate methods of analysis and design. Key features: • Provides advanced theoretical methods and typical practical applications • Provides access to a spectrum of control design methods applied to industrial systems • Includes case studies and illustrative examples • Contains end-of-chapter problems Analysis and Synthesis of Fault-Tolerant Control Systems is a comprehensive reference for researchers and practitioners working in this area, and is also a valuable source of information for graduates and senior undergraduates in control, mechanical, aerospace, electrical and mechatronics engineering departments.

NBS Special Publication

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Publisher :
ISBN 13 :
Total Pages : 574 pages
Book Rating : 4.3/5 (91 download)

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Book Synopsis NBS Special Publication by :

Download or read book NBS Special Publication written by and published by . This book was released on 1970 with total page 574 pages. Available in PDF, EPUB and Kindle. Book excerpt:

An Author and Permuted Title Index to Selected Statistical Journals

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Publisher :
ISBN 13 :
Total Pages : 520 pages
Book Rating : 4.E/5 ( download)

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Book Synopsis An Author and Permuted Title Index to Selected Statistical Journals by :

Download or read book An Author and Permuted Title Index to Selected Statistical Journals written by and published by . This book was released on 1970 with total page 520 pages. Available in PDF, EPUB and Kindle. Book excerpt:

Context-Aware Systems and Applications

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Publisher : Springer
ISBN 13 : 3319292366
Total Pages : 450 pages
Book Rating : 4.3/5 (192 download)

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Book Synopsis Context-Aware Systems and Applications by : Phan Cong Vinh

Download or read book Context-Aware Systems and Applications written by Phan Cong Vinh and published by Springer. This book was released on 2016-04-16 with total page 450 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the thoroughly refereed proceedings of the 4th International Conference on Context-Aware Systems and Applications, ICCASA 2015, held in Vung Tau, Vietnam, in November 2015. The 44 revised full papers presented were carefully selected and reviewed from over 100 submissions. The papers cover a wide spectrum of issues in the area of context-aware systems (CAS) and context-based recommendation systems. CAS is characterized by its self- facets such as self-organization, self-configuration, self-healing, self-optimization, self-protection and so on whose context awareness used to dynamically control computing and networking functions. The overall goal of CAS is to realize nature-inspired autonomic systems that can manage themselves without direct human interventions.

Decision and Game Theory for Security

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Publisher : Springer Science & Business Media
ISBN 13 : 3642252796
Total Pages : 268 pages
Book Rating : 4.6/5 (422 download)

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Book Synopsis Decision and Game Theory for Security by : John S. Baras

Download or read book Decision and Game Theory for Security written by John S. Baras and published by Springer Science & Business Media. This book was released on 2011-11-02 with total page 268 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book constitutes the refereed proceedings of the Second International Conference on Decision and Game Theory for Security, GameSec 2011, held in College Park, Maryland, USA, in November 2011. The 16 revised full papers and 2 plenary keynotes presented were carefully reviewed and selected from numerous submissions. The papers are organized in topical sections on attacks, adversaries, and game theory, wireless adhoc and sensor networks, network games, security insurance, security and trust in social networks and security investments.