On sequential random distortion testing of non-stationary processes

Prashant Khanduri, Dominique Pastor, Vinod Sharma, Pramod K. Varshney

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

4 Scopus citations

Abstract

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).

Original languageEnglish (US)
Title of host publication2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3944-3948
Number of pages5
ISBN (Print)9781538646588
DOIs
StatePublished - Sep 10 2018
Event2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Calgary, Canada
Duration: Apr 15 2018Apr 20 2018

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
Volume2018-April
ISSN (Print)1520-6149

Other

Other2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018
CountryCanada
CityCalgary
Period4/15/184/20/18

Keywords

  • Non-parametric tests
  • Non-stationary signals
  • Random distortion testing
  • Sequential tests

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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    Khanduri, P., Pastor, D., Sharma, V., & Varshney, P. K. (2018). On sequential random distortion testing of non-stationary processes. In 2018 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2018 - Proceedings (pp. 3944-3948). [8462536] (ICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings; Vol. 2018-April). Institute of Electrical and Electronics Engineers Inc.. https://doi.org/10.1109/ICASSP.2018.8462536