Sampling schemes for sequential detection with dependent observations

Ruixin Niu, Pramod K. Varshney

Research output: Contribution to journalArticlepeer-review

12 Scopus citations


Several sampling schemes and their corresponding sequential detection procedures in autoregressive noise are presented in this paper. Two of them use uniform sampling procedures with high and low sampling rates, respectively. The other two employ groups of samples, which are separated by long intergroup delays such that the intergroup correlations are negligible. One of the group-sampling schemes also employs optimal signaling waveforms to further improve its energy-efficiency. In all the schemes, data sampling and transformation are designed in such a way that Wald's sequential probability ratio test (SPRT) can still be implemented. The performances of different schemes, in terms of average termination time (ATT), are derived analytically. When all the schemes employ the same sampling interval and under a constant signal amplitude constraint, their performances are compared through analytical and numerical methods. In addition, under a constant power constraint, their ATTs and energy-efficiency are compared. It is theoretically proved that the scheme using groups of samples with the optimal signaling waveform is the most energy-efficient.

Original languageEnglish (US)
Pages (from-to)1469-1481
Number of pages13
JournalIEEE Transactions on Signal Processing
Issue number3 PART 2
StatePublished - Mar 2010


  • Autoregressive noise
  • Colored noise
  • Sampling
  • Sequential detection

ASJC Scopus subject areas

  • Signal Processing
  • Electrical and Electronic Engineering


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