The VTP test for transients of equal detectability

TitleThe VTP test for transients of equal detectability
Publication TypeConference Paper
Year of Publication2003
AuthorsWillett, P., and Z. J. Wang
Conference NameAcoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). 2003 IEEE International Conference on
PaginationV - 273-6 vol.5
Date Publishedapr.
Keywordsconstant bias, detection, equal detectability transients, generalised likelihood ratio test, GLRT, iid observations, long signal, maximum likelihood detection, Page test, parameter estimation, probability, short signal detection, time-varying systems, time-varying threshold, unknown scale parameter, VTP test

For detection of a permanent and precisely-modeled change in distribution of iid observations, Page's test is optimal. When employed to detect a transient change between known distributions, Page's test is a generalised likelihood ratio test (GLRT). However, the situation of interest here is of transient of unknown scale parameter: a fixed Page procedure tuned to a "short-and-loud" signal uses heavy biasing and low threshold, a combination ill-suited to a "long-but-quiet" signal. We offer an easy alternative to the standard Page: it uses a constant bias and a time-varying threshold. The idea is that the above 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. Results show that the approach works quite well.


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