Multiple testing for sequential probability ratio tests with application to multiband spectrum sensing

Literature on multiple testing is mostly concerned with fixed sample number testing. In this paper, we propose a sequential multiple testing procedure. This work is motivated by an application in multiband spectrum sensing for cognitive radio, in which a primary user or a cognitive radio user can use several bands at a time. The proposed procedure simultaneously controls the false alarm and miss detection rate not only for a single band, but also for the system (familywise). The common method to individually testing the hypotheses fails to achieve this. Furthermore, simulation results show that the proposed method has a smaller average sensing time (sample number) than Bonferroni´s procedure, which makes it suitable for the scenario at hand.