A variable threshold page procedure for detection of transient signals

TitleA variable threshold page procedure for detection of transient signals
Publication TypeJournal Article
Year of Publication2005
AuthorsWang, Z. J., and P. Willett
JournalSignal Processing, IEEE Transactions on
Volume53
Pagination4397 - 4402
Date Publishednov.
ISSN1053-587X
Keywordsfixed-style page tests, sequential test, signal detection, statistical analysis, time-varying threshold, transient analysis, transient signal detection, variable threshold page procedure
Abstract

When employed to detect a transient change between known independent identically distributed populations, Page's test is easy to implement and provides reliable performance. However, its application to unknown transient changes is less clear. A Page test can be thought of as a repeated sequential test, and here we propose that each sequential test use a time-varying threshold. The idea is that short signals are detected quickly before post-termination data has a chance to refute them; and that evidence for a long signal is allowed to build, rather than being summarily discarded too early. Simulations results show that the performance of the proposed scheme comes close to tracing the "envelope" of fixed-style Page tests.

URLhttp://dx.doi.org/10.1109/TSP.2005.857060
DOI10.1109/TSP.2005.857060

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