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Detecting changes in real-time data: a user's guide to optimal detection
2017
Philosophical Transactions of the Royal Society A: Mathematical, Physical and Engineering Sciences
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, communications
doi:10.1098/rsta.2016.0298
pmid:29052544
pmcid:PMC5514354
fatcat:h7h7fae6onhjjjxwkodjrcuhhu