Detection of Abrupt Changes: Theory and Application
by Michele Basseville, Igor V. Nikiforov
Publisher: Prentice-Hall 1993
Number of pages: 469
This book 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, from scalar independent observations to multidimensional dependent ARMA and state-space models, the properties of the algorithms for statistical change detection, tuning and optimizing change detection in real-world applications. The book is intended for engineers and researchers involved in signal processing, and others.
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by Bruce Hajek - University of Illinois at Urbana-Champaign
These notes were written for a graduate course on random processes. Students are assumed to have had a previous course in probability, some familiarity with real analysis and linear algebra, and some familiarity with complex analysis.
by Victor M. Moreno, Alberto Pigazo - INTECH
An overview of recent developments in Kalman filter theory and their applications in engineering and scientific fields. The book covers recent advances in Kalman filtering theory and applications in electrical engineering and other areas.
by John Treichler - Connexions
This book examines how to convert a typical filter specification into a reasonably accurate estimate of the length of the impulse response. The text covers filter sizing, performance comparisons with other FIR design methods, etc.
by Walt Kester - Newnes
The book explains signal processing hardware. It covers sampled data systems, A-to-D and D-to-A converters for DSP applications, fast Fourier transforms, digital filters, DSP hardware, interfacing to DSP chips, hardware design techniques.