Authors
Blaise Kévin Guépié, Lionel Fillatre, Igor Nikiforov,
Title
Sequential detection of transient changes
In
The 4th International Workshop in Sequential Methodologies
Pages
1
Publisher
University of Georgia
Year
2013
Indexed by
Abstract
In many applications, like radar and sonar, industrial monitoring, safety critical surveillance, it is desirable to reliably detect situations where the sequentially observed data X_t contains, in addition to noise, a suddenly arrived at time t_0 signal of short duration L. Moreover, in safety critical applications, an acceptable detection delay is limited by a prescribed value L even if this signal is of long duration. In contrast to the traditional abrupt change detection, where the postchange period is assumed to be infinitely long, the detection at time T of such a short signal (transient change) has to be done before it disappears. Latent detection, i.e. detection which occurs after signal disappearance or with a delay greater than the prescribed value L (i.e. the event {T − t_0 + 1 > L}), is considered as a missed detection in such a case.
Affiliations
Offprint