In this chapter, the algorithm summary of the proposed autonomous anomaly detection (AAD) algorithm described in Chap. 6 is provided. Numerical examples based on both the synthetic and benchmark datasets are presented for evaluating the performance of the AAD algorithm. Well-known traditional anomaly detection approaches are used for a further comparison. It was demonstrated through the numerical experiments that the AAD algorithm is able to provide a more objective, accurate way for anomaly detection, and its performance is not influenced by the structure of the data and is equally effective in detecting collective anomalies as well as individual anomalies. The pseudo-code of the main procedure of the AAD algorithm and the MATLAB implementation can be found in Appendices B.1 and C.1, respectively. © 2019, Springer Nature Switzerland AG.