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Quickest Detection - Poor, H. Vincent (Princeton University, New Jersey) a Hadjiliadis, Olympia (Brooklyn College, City University of New York)

The problem of detecting abrupt changes in the behavior of a signal arises in many fields. Quickest detection refers to real-time detection of changes as quickly as possible after they occur. This book describes the theory underpinning the field, enabling the reader to design, analyze, and understand quickest detection algorithms.

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