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Conference Papers Year : 2013

Sequential detection of transient changes

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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