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Detection of Abrupt Changes
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.
Sequential Analysis
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 pri...
Adaptive Algorithms and Stochastic Approximations
Adaptive systems are widely encountered in many applications ranging through adaptive filtering and more generally adaptive signal processing, systems identification and adaptive control, to pattern recognition and machine intelligence: adaptation is now recognised as keystone of "intelligence" within computerised systems. These diverse areas echo the classes of models which conveniently describe each corresponding system. Thus although there can hardly be a "general theory of adaptive systems" encompassing both the modelling task and the design of the adaptation procedure, nevertheless, these diverse issues have a major common component: namely the use of adaptive algorithms, also known as ...
CONTROL SYSTEMS, ROBOTICS AND AUTOMATION – Volume XIV
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
Fault Detection, Supervision and Safety of Technical Processes 2003 (SAFEPROCESS 2003)
A three-volume work bringing together papers presented at 'SAFEPROCESS 2003', including four plenary papers on statistical, physical-model-based and logical-model-based approaches to fault detection and diagnosis, as well as 178 regular papers.
Fault Detection, Supervision and Safety of Technical Processes 2006
The safe and reliable operation of technical systems is of great significance for the protection of human life and health, the environment, and of the vested economic value. The correct functioning of those systems has a profound impact also on production cost and product quality. The early detection of faults is critical in avoiding performance degradation and damage to the machinery or human life. Accurate diagnosis then helps to make the right decisions on emergency actions and repairs. Fault detection and diagnosis (FDD) has developed into a major area of research, at the intersection of systems and control engineering, artificial intelligence, applied mathematics and statistics, and suc...
Fault Detection and Diagnosis in Engineering Systems
Featuring a model-based approach to fault detection and diagnosis in engineering systems, this book contains up-to-date, practical information on preventing product deterioration, performance degradation and major machinery damage.;College or university bookstores may order five or more copies at a special student price. Price is available upon request.
Performance and Implementation Aspects of Nonlinear Filtering
Nonlinear filtering is an important standard tool for information and sensor fusion applications, e.g., localization, navigation, and tracking. It is an essential component in surveillance systems and of increasing importance for standard consumer products, such as cellular phones with localization, car navigation systems, and augmented reality. This thesis addresses several issues related to nonlinear filtering, including performance analysis of filtering and detection, algorithm analysis, and various implementation details. The most commonly used measure of filtering performance is the root mean square error (RMSE), which is bounded from below by the Cramér-Rao lower bound (CRLB). This th...
