TY - GEN
T1 - On sequential random distortion testing of non-stationary processes
AU - Khanduri, Prashant
AU - Pastor, Dominique
AU - Sharma, Vinod
AU - Varshney, Pramod K.
N1 - Publisher Copyright:
© 2018 IEEE.
PY - 2018/9/10
Y1 - 2018/9/10
N2 - Random distortion testing (RDT) addresses the problem of testing whether or not a random signal, Ξ, deviates by more than a specified tolerance, τ, from a fixed value, ξ0 [1]. The test is nonparametric in the sense that the distribution of the signal under each hypothesis is assumed to be unknown. The signal is observed in independent and identically distributed (i.i.d) additive noise. The need to control the probabilities of false alarm and missed detection while reducing the number of samples required to make a decision leads to the SeqRDT approach. We show that under mild assumptions on the signal, SeqRDT will follow the properties desired by a sequential test. Simulations show that the SeqRDT approach leads to faster decision making compared to its fixed sam-ple counterpart Block-RDT [2] and is robust to model mismatches compared to the Sequential Probability Ratio Test (SPRT) [3] when the actual signal is a distorted version of the assumed signal especially at low Signal-to-Noise Ratios CSNRs).
AB - Random distortion testing (RDT) addresses the problem of testing whether or not a random signal, Ξ, deviates by more than a specified tolerance, τ, from a fixed value, ξ0 [1]. The test is nonparametric in the sense that the distribution of the signal under each hypothesis is assumed to be unknown. The signal is observed in independent and identically distributed (i.i.d) additive noise. The need to control the probabilities of false alarm and missed detection while reducing the number of samples required to make a decision leads to the SeqRDT approach. We show that under mild assumptions on the signal, SeqRDT will follow the properties desired by a sequential test. Simulations show that the SeqRDT approach leads to faster decision making compared to its fixed sam-ple counterpart Block-RDT [2] and is robust to model mismatches compared to the Sequential Probability Ratio Test (SPRT) [3] when the actual signal is a distorted version of the assumed signal especially at low Signal-to-Noise Ratios CSNRs).
KW - Non-parametric tests
KW - Non-stationary signals
KW - Random distortion testing
KW - Sequential tests
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U2 - 10.1109/ICASSP.2018.8462536
DO - 10.1109/ICASSP.2018.8462536
M3 - Conference contribution
AN - SCOPUS:85054243936
SN - 9781538646588
T3 - ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
SP - 3944
EP - 3948
BT - 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
PB - Institute of Electrical and Electronics Engineers Inc.
T2 - 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
Y2 - 15 April 2018 through 20 April 2018
ER -