Name
Abstract | ||
|---|---|---|
A practical algorithm for quickest detection of time-varying arbitrary one-parameter changes in a sequence of independent random variables is developed. The amplitude of the parameter need not to be known. This model can be applied to the problem of coherent detection of sampled sinusoidal signals of known frequency, but unknown phase and amplitude. The tests are designed according to a maximum allowable false alarm rate. Expressions that predict algorithm performance, in terms of average detection time are obtained. Simulation results show the scheme has improved performance over E.S. Page's (1954) quickest-detection procedure in the detection of sampled sinusoids of known frequency (and unknown amplitude and phase) in white Gaussian noise |
Year | DOI | Venue |
|---|---|---|
1991 | 10.1109/18.87003 | Information Theory, IEEE Transactions |
Keywords | Field | DocType |
signal detection,time-varying systems,arbitrary one-parameter changes,average detection time,coherent detection,false alarm rate,independent random variables,quickest detection,sampled sinusoidal signals,signal detection,time-varying change in distribution,white Gaussian noise | Discrete mathematics,Detection theory,Algorithm,Stochastic process,Phase detector,Constant false alarm rate,Statistics,Additive white Gaussian noise,Amplitude,Gaussian noise,Mathematics,Phase frequency detector | Journal |
Volume | Issue | ISSN |
37 | 4 | 0018-9448 |
Citations | PageRank | References |
9 | 1.35 | 3 |
Authors | ||
1 | ||
Name | Order | Citations | PageRank |
|---|---|---|---|
| Steven D. Blostein | 1 | 329 | 61.46 |