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Quickest detection [electronic resource] / H. Vincent Poor, Olympia Hadjiliadis.

By:

Poor, H. Vincent

Contributor(s):

Hadjiliadis, Olympia
Safari eBooks

2008, c2009Description: 1 online resource (xii, 229 p.) : illSubject(s):

Change-point problems
Time-series analysis

Genre/Form:

Electronic books.

Additional physical formats: Print version:: Quickest detection.Online resources:

Click here to access online

Contents:

Probabilistic framework -- Markov optimal stopping theory -- Sequential detection -- Bayesian quickest detection -- Non-bayesian quickest detection -- Additional topics.

Item type:

eBooks

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Description based on print version record.

Includes bibliographical references (p. [213]-224) and index.

Probabilistic framework -- Markov optimal stopping theory -- Sequential detection -- Bayesian quickest detection -- Non-bayesian quickest detection -- Additional topics.

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