Detection of Abrupt Changes Theory and Application1

Introduction

In this chapter, we describe the purpose and contents of the book. In section 1.1 we give the theoretical and applied motivations for change detection. The last part of this section consists of three possible statistical problem statements for change detection, together with the intuitive definition of the corresponding criteria to be used for the design and performance analysis of change detection techniques. The formal definition of these criteria is given at the end of chapter 4, after the introduction of the key mathematical tools to be used throughout the book. In section 1.2, we introduce five typical application examples, which we will use to introduce the main techniques. In section 1.3, we describe the organization of the book, based on a classification of change detection problems according to the types of characteristics that change. We give a short description of each chapter and a general flowchart of the chapters. Finally, in section 1.4, we comment further on several critical issues concerning the design of change detection algorithms and the investigation of their properties.

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