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Preface

Published online by Cambridge University Press:  06 July 2010

H. Vincent Poor
Affiliation:
Princeton University, New Jersey
Olympia Hadjiliadis
Affiliation:
Brooklyn College, City University of New York
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Summary

Change detection is a fundamental problem arising in many fields of engineering, in finance, in the natural and social sciences, and even in the humanities. This book is concerned with the problem of change detection within a specific context. In particular, the framework considered here is one in which changes are manifested in the statistical behavior of quantitative observations, so that the problem treated is that of statistical change detection. Moreover, we are interested in the on–line problem of quickest detection, in which the objective is to detect changes in real time as quickly as possible after they occur. And, finally, our focus is on formulating such problems in such a way that optimal procedures can be sought and found using the tools of stochastic analysis.

Thus, the purpose of this book is to provide an exposition of the extant theory underlying the problem of quickest detection, with an emphasis on providing the reader with the background necessary to begin new research in the field. It is intended both for those familiar with basic statistical procedures for change detection who are interested in understanding these methods from a fundamental viewpoint (and possibly extending them to new applications), and for those who are interested in theoretical questions of change detection themselves.

The approach taken in this book is to cast the problem of quickest detection in the framework of optimal stopping theory.

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Quickest Detection , pp. xi - xii
Publisher: Cambridge University Press
Print publication year: 2008

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  • Preface
  • H. Vincent Poor, Princeton University, New Jersey, Olympia Hadjiliadis, Brooklyn College, City University of New York
  • Book: Quickest Detection
  • Online publication: 06 July 2010
  • Chapter DOI: https://doi.org/10.1017/CBO9780511754678.001
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  • Preface
  • H. Vincent Poor, Princeton University, New Jersey, Olympia Hadjiliadis, Brooklyn College, City University of New York
  • Book: Quickest Detection
  • Online publication: 06 July 2010
  • Chapter DOI: https://doi.org/10.1017/CBO9780511754678.001
Available formats
×

Save book to Google Drive

To save content items to your account, please confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your account. Find out more about saving content to Google Drive.

  • Preface
  • H. Vincent Poor, Princeton University, New Jersey, Olympia Hadjiliadis, Brooklyn College, City University of New York
  • Book: Quickest Detection
  • Online publication: 06 July 2010
  • Chapter DOI: https://doi.org/10.1017/CBO9780511754678.001
Available formats
×