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The real-time detection of changes in a noisily observed signal is an important problem in applied science and engineering. The study of parametric optimal detection theory began in the 1930s, motivated by applications in production and defence. Today this theory, which aims to minimise a given measure of detection delay under accuracy constraints, finds applications in domains including radar, sonar, seismic activity, global positioning, psychological testing, quality control, communicationsdoi:10.1098/rsta.2016.0298 pmid:29052544 pmcid:PMC5514354 fatcat:h7h7fae6onhjjjxwkodjrcuhhu