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Sequential Detection of Transient Changes
Sequential Analysis, 2012Abstract This article addresses the transient change detection problem. It is assumed that a change occurs at an unknown (but nonrandom) change-point and the duration of post-change period is finite and known. A latent detection—that is, a detection that occurs after signal disappearance—is considered as a missed detection.
Igor Nikiforov +2 more
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Adaptive detection of transient signals
IEEE Transactions on Acoustics, Speech, and Signal Processing, 1986The paper discusses the problem of detecting transient signals of unknown waveforms in white Gaussian noise. The signals are modeled as impulse responses of rational transfer functions with unknown parameters. A generalized likelihood ratio test (GLRT) is proposed and its statistical properties are analyzed.
Boaz Porat, Benjamin Friedlander
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