A new sequential detector for short-duration signals

Peter Willett, Biao Chen

Research output: Chapter in Book/Report/Conference proceedingConference contribution

2 Scopus citations

Abstract

For quickest detection of a permanent change in distribution of otherwise i.i.d. observations Page's test provides the optimal processor. Page's test has also been applied to the detection of transient (i.e. temporary) changes in distribution: it is easy to implement and has reliable performance, but as applied to the transient problem its optimality is questionable. In this paper we offer an alternative to the Page procedure which we call the iterated generalized sequential probability ratio test, or IGSPRT. While Page's test is itself an IGSPRT, its form and performance are constrained by its reliance on constant thresholds and biases. We demonstrate that with these time-varying, markedly increased detection probabilities are possible. The IGSPRT is easiest to understand and motivate in the Gaussian shift-in-mean problem, and we discuss this in detail, but since that problem is of limited practical interest, we also examine the effect of the IGSPRT in a more realistic situation.

Original languageEnglish (US)
Title of host publicationProceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998
PublisherIEEE Computer Society
Pages2529-2532
Number of pages4
ISBN (Print)0780344286, 9780780344280
DOIs
StatePublished - Jan 1 1998
Externally publishedYes
Event1998 23rd IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998 - Seattle, WA, United States
Duration: May 12 1998May 15 1998

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume4
ISSN (Print)1520-6149

Conference

Conference1998 23rd IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998
CountryUnited States
CitySeattle, WA
Period5/12/985/15/98

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

Fingerprint Dive into the research topics of 'A new sequential detector for short-duration signals'. Together they form a unique fingerprint.

  • Cite this

    Willett, P., & Chen, B. (1998). A new sequential detector for short-duration signals. In Proceedings of the 1998 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 1998 (pp. 2529-2532). [681666] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 4). IEEE Computer Society. https://doi.org/10.1109/ICASSP.1998.681666