A detection optimal min-max test for transient signals

Chunming Han, Peter Willett, Biao Chen, Douglas Abraham

Research output: Contribution to journalArticle

8 Scopus citations

Abstract

Page's test is optimal for detecting a permanent change in distribution, in the sense that it minimizes the worst case average delay to detection given an average distance between false alarms. When used to detect transient signals, however, it in fact becomes the generalized likelihood ratio test (GLRT). Since a GLRT is in almost all cases ad hoc, Page's test used as such cannot be said to be optimal in any explicit sense. The subject of this correspondence is the development of the min-max test, via the new ideas of Baygun and Hero, for the detection of a transient.

Original languageEnglish (US)
Pages (from-to)866-869
Number of pages4
JournalIEEE Transactions on Information Theory
Volume44
Issue number2
DOIs
StatePublished - Dec 1 1998
Externally publishedYes

Keywords

  • Detection
  • Min-max detection
  • Page's test. Transient signals

ASJC Scopus subject areas

  • Information Systems
  • Computer Science Applications
  • Library and Information Sciences

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