Quickest detection of a random signal in background noise using a sensor array
EURASIP Journal on Applied Signal Processing
Energy change detection of appearance of the primary signal with unknown power
ISCIT'09 Proceedings of the 9th international conference on Communications and information technologies
Nonparametric sequential change-point detection by a vertically trimmed box method
IEEE Transactions on Information Theory
| Hi-index | 754.90 |
We address the problem of detecting changes in multivariate Gaussian random signals with an unknown mean after the change. The window-limited generalized-likelihood ratio (GLR) scheme is a well-known approach to solve this problem. However, this algorithm involves at least (log γ)/ρ likelihood-ratio computations at each stage, where γ(γ→∞) is the mean time before a false alarm and ρ is the Kullback-Leibler information. We establish a new suboptimal recursive approach which is based on a collection of L parallel recursive χ2 tests instead of the window-limited GLR scheme. This new approach involves only a fixed number L of likelihood-ratio computations at each stage for any combinations of γ and ρ. By choosing an acceptable value of nonoptimality, the designer can easily find a tradeoff between the complexity of the quadratic change detection algorithm and its efficiency