Detection of Abrupt Changes Theory and Application

Our intended readers include engineers and researchers in the following fields :  signal processing and pattern recognition;  automatic control and supervision;  time series analysis;  applied statistics;  quality control;  condition-based maintenance and monitoring of plants. We first introduce the reader to the basic ideas using a nonformal presentation in the simplest case. Then we have tried to include the key mathematical background necessary for the design and performance evaluation of change detection algorithms. This material is usually spread out in different types of books and journals. The main goal of chapters 3 and 4 is to collect this information in a single place. These two chapters should be considered not as a small textbook, but rather as short notes that can be useful for reading the subsequent developments. At the end of each chapter, we have added a Notes and References section and a summary of the main results. We apologize for possible missing references.