Some methods to evaluate the performance of Page's test as used to detect transient signals

IEEE Transactions on Signal Processing

Volumn 47, Issue 8, 1999, Pages 2112-2127

  Han, Chunming ^a   Willett, Peter K ^b   Abraham, Douglas A ^a  

^a UNIVERSITY OF CONNECTICUT   (United States)

^b NATO UNDERSEA RESEARCH CENTRE   (Italy)

Author keywords

[No Author keywords available]

Indexed keywords

ACOUSTIC SIGNAL PROCESSING; APPROXIMATION THEORY; FUNCTIONS; PROBABILITY DISTRIBUTIONS; STATISTICAL METHODS;

ACOUSTIC SIGNAL DETECTION; SEQUENTIAL DETECTION; TRANSIENT SIGNAL ANALYSIS;

SIGNAL DETECTION;

EID: 0033171278     PISSN: 1053587X     EISSN: None     Source Type: Journal    
DOI: 10.1109/78.774747     Document Type: Article

References (21)

1. D. Abraham, "A page test with nuisance parameter estimation," IEEE Trans. Inform. Theory, vol. 42, Nov. 1996.
2. M. Basseville and L. Nikiforov, Detection of Abrupt Changes. Englewood Cliffs, NJ: Prentice-Hall, 1993.
3. B. Broder and S. Schwartz, "Quickest detection procedures and transient signal detection," Office Naval Res. Tech. Rep. 21, Nov. 1990.
4. D. Brook and D. Evans, "An approach to the probability distribution of cusum run length," Biometrika, vol. 59, no. 3, pp. 539-549, 1972.
5. I. Blake and W. Lindsey, "Level-crossing problems for random processes," IEEE Trans. Inform. Theory, vol. IT-19, pp. 295-315, May 1973.
6. K. L. Chung, A Course in Probability Theory, 2nd ed. New York: Academic, 1974.
7. D. Cox and H. Miller, The Theory of Stochastic Processes. London, U.K.: Chapman & Hall, 1965.
8. J. Durbin, "The first-passage density of a continuous Gaussian process to a general boundary," J. Appl. Prob., vol. 22, no. 1, pp. 99-122, 1985.
9. C. Han, P. Willett, and D. Abraham, "On the probability of detection of a transient signal," in Proc. IEEE ICASSP, Detroit, MI, May 1995, pp. 2000-2003.
10. _, "Stopping time probabilities for Page's test," Univ. Connecticut, Storrs, Tech. Rep. TR-95-11, Aug. 1995.
11. J. M. Harrison, Brownian Motion and Stochastic Flow Systems. New York: Wiley, 1985.
12. S. Karlin and H. Taylor, A First Course in Stochastic Processes, 2nd ed. New York: Academic, 1975.
13. G. Lorden, "Procedures for reacting to a change in distribution," Ann. Math. Stat., vol. 42, pp. 1897-1908, 1971.
14. C. A. Macken and H. M. Taylor, "On deviation from the maximum in a stochastic process," SIAM J. Appl. Math., vol. 32, pp. 96-104, Jan. 1977.
15. G. V. Moustakides, "Optimal stopping times for detecting changes in distributions," Ann. Stat., vol. 14, pp. 1379-1387, 1986.
16. A. H. Nuttall, "Accurate efficient evaluation of cumulative or exceedance probability distributions directly from characteristic functions," Naval Underwater Syst. Center, Newport, RI, Tech. Rep., 7023, Oct. 1983.
17. E. S. Page, "Continuous inspection schemes," Biometrika, vol. 41, pp. 100-115, 1954.
18. B. V. Shabat, Introduction to Complex Analysis. New York: Amer. Math. Soc., 1992.
19. D. Siegmund, Sequential Analysis: Tests and Confidence Intervals. New York: Springer-Verlag, 1985.
20. _, "Boundary-crossing probability and statistical applications," Ann. Stat., vol. 14, no. 2, pp. 361-404, June 1986.
21. S. Zacks, "The probability distribution and the expected value of a stopping variable associated with a one-side CUSUM procedure for nonnegative integer valued random variable," Commun. Statist., vol. A10, pp. 2245-2258, 1981.