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Book Quickest Detection

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.

Book Quickest Detection

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 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.

Book Partially Observed Markov Decision Processes

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.

Book Optimal Stopping and Free Boundary Problems

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.

Book An Introduction to Signal Detection and Estimation

Download or read book An Introduction to Signal Detection and Estimation written by H. Vincent Poor and published by Springer Science & Business Media. This book was released on 2013-06-29 with total page 558 pages. Available in PDF, EPUB and Kindle. Book excerpt: The purpose of this book is to introduce the reader to the basic theory of signal detection and estimation. It is assumed that the reader has a working knowledge of applied probabil ity and random processes such as that taught in a typical first-semester graduate engineering course on these subjects. This material is covered, for example, in the book by Wong (1983) in this series. More advanced concepts in these areas are introduced where needed, primarily in Chapters VI and VII, where continuous-time problems are treated. This book is adapted from a one-semester, second-tier graduate course taught at the University of Illinois. However, this material can also be used for a shorter or first-tier course by restricting coverage to Chapters I through V, which for the most part can be read with a background of only the basics of applied probability, including random vectors and conditional expectations. Sufficient background for the latter option is given for exam pIe in the book by Thomas (1986), also in this series.

Book Principles of Cognitive Radio

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.

Book Sequential Change Detection and Hypothesis Testing

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.

Book Stochastic Models  Statistics and Their Applications

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 492 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.

Book IoT for Defense and National Security

Download or read book IoT for Defense and National Security written by Robert Douglass and published by John Wiley & Sons. This book was released on 2023-01-04 with total page 532 pages. Available in PDF, EPUB and Kindle. Book excerpt: IoT for Defense and National Security Practical case-based guide illustrating the challenges and solutions of adopting IoT in both secure and hostile environments IoT for Defense and National Security covers topics on IoT security, architecture, robotics, sensing, policy, operations, and more, including the latest results from the premier IoT research initiative of the U.S. Defense Department, the Internet of Battle Things. The text also discusses challenges in converting defense industrial operations to IoT and summarizes policy recommendations for regulating government use of IoT in free societies. As a modern reference, this book covers multiple technologies in IoT including survivable tactical IoT using content-based routing, mobile ad-hoc networks, and electronically formed beams. Examples of IoT architectures include using KepServerEX for edge connectivity and AWS IoT Core and Amazon S3 for IoT data. To aid in reader comprehension, the text uses case studies illustrating the challenges and solutions for using robotic devices in defense applications, plus case studies on using IoT for a defense industrial base. Written by leading researchers and practitioners of IoT technology for defense and national security, IoT for Defense and National Security also includes information on: Changes in warfare driven by IoT weapons, logistics, and systems IoT resource allocation (monitoring existing resources and reallocating them in response to adversarial actions) Principles of AI-enabled processing for Internet of Battlefield Things, including machine learning and inference Vulnerabilities in tactical IoT communications, networks, servers and architectures, and strategies for securing them Adapting rapidly expanding commercial IoT to power IoT for defense For application engineers from defense-related companies as well as managers, policy makers, and academics, IoT for Defense and National Security is a one-of-a-kind resource, providing expansive coverage of an important yet sensitive topic that is often shielded from the public due to classified or restricted distributions.

Book Sequential Analysis

    Book Details:
  • Author : Alexander Tartakovsky
  • Publisher : CRC Press
  • Release : 2014-08-27
  • ISBN : 1439838208
  • Pages : 605 pages

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.

Book Developing Digital RF Memories and Transceiver Technologies for Electromagnetic Warfare

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.

Book Advances in Epilepsy Research and Treatment  2012 Edition

Download or read book Advances in Epilepsy Research and Treatment 2012 Edition written by and published by ScholarlyEditions. This book was released on 2012-12-26 with total page 313 pages. Available in PDF, EPUB and Kindle. Book excerpt: Advances in Epilepsy Research and Treatment / 2012 Edition is a ScholarlyEditions™ eBook that delivers timely, authoritative, and comprehensive information about Epilepsy. The editors have built Advances in Epilepsy Research and Treatment / 2012 Edition on the vast information databases of ScholarlyNews.™ You can expect the information about Epilepsy in this eBook to be deeper than what you can access anywhere else, as well as consistently reliable, authoritative, informed, and relevant. The content of Advances in Epilepsy Research and Treatment / 2012 Edition has been produced by the world’s leading scientists, engineers, analysts, research institutions, and companies. All of the content is from peer-reviewed sources, and all of it is written, assembled, and edited by the editors at ScholarlyEditions™ and available exclusively from us. You now have a source you can cite with authority, confidence, and credibility. More information is available at http://www.ScholarlyEditions.com/.

Book From Stochastic Calculus to Mathematical Finance

Download or read book From Stochastic Calculus to Mathematical Finance written by Yu. Kabanov and published by Springer Science & Business Media. This book was released on 2007-04-03 with total page 659 pages. Available in PDF, EPUB and Kindle. Book excerpt: Dedicated to the Russian mathematician Albert Shiryaev on his 70th birthday, this is a collection of papers written by his former students, co-authors and colleagues. The book represents the modern state of art of a quickly maturing theory and will be an essential source and reading for researchers in this area. Diversity of topics and comprehensive style of the papers make the book attractive for PhD students and young researchers.

Book Artificial Neural Networks and Machine Learning   ICANN 2011

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.

Book Proceedings of the Fourth International Scientific Conference    Intelligent Information Technologies for Industry     IITI   19

Download or read book Proceedings of the Fourth International Scientific Conference Intelligent Information Technologies for Industry IITI 19 written by Sergey Kovalev and published by Springer Nature. This book was released on 2020-06-22 with total page 713 pages. Available in PDF, EPUB and Kindle. Book excerpt: This book gathers papers presented in the main track of IITI 2019, the Fourth International Scientific Conference on Intelligent Information Technologies for Industry, held in Ostrava–Prague, Czech Republic on December 2–7, 2019. The conference was jointly organized by Rostov State Transport University (Russia) and VŠB – Technical University of Ostrava (Czech Republic) with the participation of the Russian Association for Artificial Intelligence (RAAI). IITI 2019 was devoted to practical models and industrial applications of intelligent information systems. Though chiefly intended to promote the implementation of advanced information technologies in various industries, topics such as the state of the art in intelligent systems and soft computing were also discussed.

Book Applied Mathematics in Engineering and Reliability

Download or read book Applied Mathematics in Engineering and Reliability written by Radim Bris and published by CRC Press. This book was released on 2016-04-12 with total page 352 pages. Available in PDF, EPUB and Kindle. Book excerpt: Applied Mathematics in Engineering and Reliability contains papers presented at the International Conference on Applied Mathematics in Engineering and Reliability (ICAMER 2016, Ho Chi Minh City, Viet Nam, 4-6 May 2016). The book covers a wide range of topics within mathematics applied in reliability, risk and engineering, including:- Risk and Relia

Book Decision and Game Theory for Security

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.