This book covers the development of methods for detection and
estimation of changes in complex systems. These systems are
generally described by nonstationary stochastic models, which
comprise both static and dynamic regimes, linear and nonlinear
dynamics, and constant and time-variant structures of such systems.
It covers both retrospective and sequential problems, particularly
theoretical methods of optimal detection. Such methods are
constructed and their characteristics are analyzed both
theoretically and experimentally. Suitable for researchers working
in change-point analysis and stochastic modelling, the book
includes theoretical details combined with computer simulations and
practical applications. Its rigorous approach will be appreciated
by those looking to delve into the details of the methods, as well
as those looking to apply them.
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