Title :
A min-max test for detecting a transient signal
Author :
Hun, Chunming ; Willett, Peter
Author_Institution :
Dept. of Electr. Eng., Connecticut Univ., Storrs, CT, USA
Abstract :
Page´s (1954) test is optimal for detecting a permanent change in the distribution, in the sense that it minimizes the average delay to detection given an average distance between false alarms. When used to detect transient signals, however, it in fact becomes the generalized likelihood ratio test (GLRT). Since a GLRT is in almost all cases ad hoc, Page´s test used as such cannot be said to be optimal in any explicit sense. The subject of this paper is the development of the min-max test for the detection of a transient
Keywords :
delays; maximum likelihood detection; minimax techniques; transient analysis; GLRT; Page´s test; average delay; average distance; distribution; false alarms; generalized likelihood ratio test; min-max test; optimal signal detection; transient signal detection; Decision making; Delay; Signal detection; Testing;
Conference_Titel :
Acoustics, Speech, and Signal Processing, 1996. ICASSP-96. Conference Proceedings., 1996 IEEE International Conference on
Conference_Location :
Atlanta, GA
Print_ISBN :
0-7803-3192-3
DOI :
10.1109/ICASSP.1996.547961
