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Sequential detection of transient changes

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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.
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Dates and versions

hal-02632099 , version 1 (27-05-2020)

Identifiers

  • HAL Id : hal-02632099 , version 1

Cite

Blaise Kévin Guépié, Lionel Fillatre, Igor V. Nikiforov. Sequential detection of transient changes. The 4th International Workshop in Sequential Methodologies, Jul 2013, Athens, United States. ⟨hal-02632099⟩
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