Title :
Asymptotic analysis of a sequential detector for Markov-dependent observations
Author :
Chandramouli, R. ; Ranganathan, N.
Author_Institution :
Dept. of Comput. Sci. & Eng., Univ. of South Florida, Tampa, FL, USA
Abstract :
In this paper, we discuss the asymptotic performance of the sequential sign detector for Markov-dependent observations. The received signal samples are assumed to be from a stationary, first order Markov process. Both, lower and upper bounds on the average time for detection are computed. A renewal theorem is proved
Keywords :
Markov processes; signal detection; signal sampling; Markov-dependent observations; asymptotic analysis; average detection time; lower bounds; received signal samples; sequential detector; sequential sign detector; stationary first order Markov process; upper bounds; Computer science; Detectors; Markov processes; Microelectronics; Probability; Sequential analysis; Signal detection; Signal processing; Statistical analysis; Steady-state;
Conference_Titel :
Higher-Order Statistics, 1999. Proceedings of the IEEE Signal Processing Workshop on
Conference_Location :
Caesarea
Print_ISBN :
0-7695-0140-0
DOI :
10.1109/HOST.1999.778736
