Two Strategies in Transient Change Detection

The paper addresses the transient change detection (TCD) problem, assuming that the duration of change is finite. The TCD criterion minimizes the worst-case probability of missed detection among all tests with a prescribed worst-case probability of false alarm. We study the fixed sample size (FSS) t...

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Autores: Egea-Roca, Daniel|||0000-0002-5586-2199, Guepie, Blaise Kevin, López-Salcedo, José A.|||0000-0002-5392-6005, Seco-Granados, Gonzalo|||0000-0003-2494-6872, Nikiforov, Igor V.
Tipo de recurso: artículo
Fecha de publicación:2022
País:España
Institución:Universitat Autònoma de Barcelona
Repositorio:Dipòsit Digital de Documents de la UAB
Idioma:inglés
OAI Identifier:oai:ddd.uab.cat:325047
Acceso en línea:https://ddd.uab.cat/record/325047
https://dx.doi.org/urn:doi:10.1109/tsp.2022.3158008
Access Level:acceso abierto
Palabra clave:Neyman-Pearson test
Transient change detection
Finite moving average
Fixed sample size test
Hypothesis testing
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spelling Two Strategies in Transient Change DetectionEgea-Roca, Daniel|||0000-0002-5586-2199Guepie, Blaise KevinLópez-Salcedo, José A.|||0000-0002-5392-6005Seco-Granados, Gonzalo|||0000-0003-2494-6872Nikiforov, Igor V.Neyman-Pearson testTransient change detectionFinite moving averageFixed sample size testHypothesis testingThe paper addresses the transient change detection (TCD) problem, assuming that the duration of change is finite. The TCD criterion minimizes the worst-case probability of missed detection among all tests with a prescribed worst-case probability of false alarm. We study the fixed sample size (FSS) test as a solution to the TCD problem. First, the operating characteristics of the FSS test have been established for arbitrary pre- and post-change distributions. Next, a numerical method of the sample (block) size optimization has been considered for three particular log-likelihood ratio distributions, i.e., Gaussian, χ2 and exponential. Moreover, simple asymptotic equations for the optimal operating characteristics and block size have been proposed in the Gaussian case. Numerical results are provided to confirm the theoretical findings for the above-mentioned distributions. The accuracy and sharpness of the asymptotic analytical equation is analyzed in the Gaussian case. Finally, the FSS test is compared to the finite moving average (FMA) test obtained by optimizing the CUSUM-type test with respect to the TCD optimality criterion for the above-mentioned distributions. The application of the FSS and FMA tests to the radio-navigation integrity monitoring is also considered. 22022-01-0120222022-01-01Articlehttp://purl.org/coar/resource_type/c_6501AMhttp://purl.org/coar/version/c_ab4af688f83e57aainfo:eu-repo/semantics/articleapplication/pdfhttps://ddd.uab.cat/record/325047https://dx.doi.org/urn:doi:10.1109/tsp.2022.3158008reponame:Dipòsit Digital de Documents de la UABinstname:Universitat Autònoma de BarcelonaInglésengAgencia Estatal de Investigación https://doi.org/10.13039/501100011033 PID2020-118984GB-I0open accesshttp://purl.org/coar/access_right/c_abf2Aquest material està protegit per drets d'autor i/o drets afins. Podeu utilitzar aquest material en funció del que permet la legislació de drets d'autor i drets afins d'aplicació al vostre cas. Per a d'altres usos heu d'obtenir permís del(s) titular(s) de drets.https://rightsstatements.org/vocab/InC/1.0/info:eu-repo/semantics/openAccessoai:ddd.uab.cat:3250472026-06-06T12:50:31Z
dc.title.none.fl_str_mv Two Strategies in Transient Change Detection
title Two Strategies in Transient Change Detection
spellingShingle Two Strategies in Transient Change Detection
Egea-Roca, Daniel|||0000-0002-5586-2199
Neyman-Pearson test
Transient change detection
Finite moving average
Fixed sample size test
Hypothesis testing
title_short Two Strategies in Transient Change Detection
title_full Two Strategies in Transient Change Detection
title_fullStr Two Strategies in Transient Change Detection
title_full_unstemmed Two Strategies in Transient Change Detection
title_sort Two Strategies in Transient Change Detection
dc.creator.none.fl_str_mv Egea-Roca, Daniel|||0000-0002-5586-2199
Guepie, Blaise Kevin
López-Salcedo, José A.|||0000-0002-5392-6005
Seco-Granados, Gonzalo|||0000-0003-2494-6872
Nikiforov, Igor V.
author Egea-Roca, Daniel|||0000-0002-5586-2199
author_facet Egea-Roca, Daniel|||0000-0002-5586-2199
Guepie, Blaise Kevin
López-Salcedo, José A.|||0000-0002-5392-6005
Seco-Granados, Gonzalo|||0000-0003-2494-6872
Nikiforov, Igor V.
author_role author
author2 Guepie, Blaise Kevin
López-Salcedo, José A.|||0000-0002-5392-6005
Seco-Granados, Gonzalo|||0000-0003-2494-6872
Nikiforov, Igor V.
author2_role author
author
author
author
dc.subject.none.fl_str_mv Neyman-Pearson test
Transient change detection
Finite moving average
Fixed sample size test
Hypothesis testing
topic Neyman-Pearson test
Transient change detection
Finite moving average
Fixed sample size test
Hypothesis testing
description The paper addresses the transient change detection (TCD) problem, assuming that the duration of change is finite. The TCD criterion minimizes the worst-case probability of missed detection among all tests with a prescribed worst-case probability of false alarm. We study the fixed sample size (FSS) test as a solution to the TCD problem. First, the operating characteristics of the FSS test have been established for arbitrary pre- and post-change distributions. Next, a numerical method of the sample (block) size optimization has been considered for three particular log-likelihood ratio distributions, i.e., Gaussian, χ2 and exponential. Moreover, simple asymptotic equations for the optimal operating characteristics and block size have been proposed in the Gaussian case. Numerical results are provided to confirm the theoretical findings for the above-mentioned distributions. The accuracy and sharpness of the asymptotic analytical equation is analyzed in the Gaussian case. Finally, the FSS test is compared to the finite moving average (FMA) test obtained by optimizing the CUSUM-type test with respect to the TCD optimality criterion for the above-mentioned distributions. The application of the FSS and FMA tests to the radio-navigation integrity monitoring is also considered.
publishDate 2022
dc.date.none.fl_str_mv 2
2022-01-01
2022
2022-01-01
dc.type.none.fl_str_mv Article
http://purl.org/coar/resource_type/c_6501
AM
http://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.openaire.fl_str_mv info:eu-repo/semantics/article
format article
dc.identifier.none.fl_str_mv https://ddd.uab.cat/record/325047
https://dx.doi.org/urn:doi:10.1109/tsp.2022.3158008
url https://ddd.uab.cat/record/325047
https://dx.doi.org/urn:doi:10.1109/tsp.2022.3158008
dc.language.none.fl_str_mv Inglés
eng
language_invalid_str_mv Inglés
language eng
dc.relation.none.fl_str_mv Agencia Estatal de Investigación https://doi.org/10.13039/501100011033 PID2020-118984GB-I0
dc.rights.none.fl_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://rightsstatements.org/vocab/InC/1.0/
dc.rights.openaire.fl_str_mv info:eu-repo/semantics/openAccess
rights_invalid_str_mv open access
http://purl.org/coar/access_right/c_abf2
https://rightsstatements.org/vocab/InC/1.0/
eu_rights_str_mv openAccess
dc.format.none.fl_str_mv application/pdf
dc.source.none.fl_str_mv reponame:Dipòsit Digital de Documents de la UAB
instname:Universitat Autònoma de Barcelona
instname_str Universitat Autònoma de Barcelona
reponame_str Dipòsit Digital de Documents de la UAB
collection Dipòsit Digital de Documents de la UAB
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repository.mail.fl_str_mv
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