TY - JOUR
T1 - Performance Bounds for Finite Moving Average Tests in Transient Change Detection
AU - Egea-Roca, Daniel
AU - López-Salcedo, José A.
AU - Seco-Granados, Gonzalo
AU - Poor, H. Vincent
N1 - Funding Information:
Manuscript received July 4, 2017; accepted December 6, 2017. Date of publication January 1, 2018; date of current version February 7, 2018. The associate editor coordinating the review of this manuscript and approving it for publication was Prof. Ami Wiesel. This work was supported in part by the Spanish Grant TEC2014-53656-R, in part by the European Commission iGNSSrx Project, and in part by the U.S. National Science Foundation under Grant ECCS-1549881. (Corresponding author: Daniel Egea-Roca.) D. Egea-Roca, J. A. López-Salcedo, and G. Seco-Granados are with the Department of Telecommunications and Systems Engineering, IEEC-CERES, Universitat Autònoma de Barcelona, Bellaterra 08193, Spain (e-mail: daniel.egea@uab.es; jose.salcedo@uab.es; gonzalo.seco@uab.es).
Publisher Copyright:
© 2017 IEEE.
PY - 2018/3/15
Y1 - 2018/3/15
N2 - This paper deals with the problem of sequentially detecting statistical changes. In particular, the focus is on transient change detection, in which a probability minimizing optimal criterion is desirable. This is in contrast with the traditional minimization of the detection delay, proposed in quickest change detection problems. A finite moving average stopping time is proposed for the general transient change detection problem. The statistical performance of this stopping time is investigated and compared to other methods available in the literature. The proposed stopping time and theoretical findings are applied to quality monitoring, including reliability monitoring in industrial processes and signal quality monitoring in global navigation satellite systems. Numerical simulations are presented to assess the goodness of the presented theoretical results, and the performance of the considered stopping times. This will show the superiority of the proposed scheme.
AB - This paper deals with the problem of sequentially detecting statistical changes. In particular, the focus is on transient change detection, in which a probability minimizing optimal criterion is desirable. This is in contrast with the traditional minimization of the detection delay, proposed in quickest change detection problems. A finite moving average stopping time is proposed for the general transient change detection problem. The statistical performance of this stopping time is investigated and compared to other methods available in the literature. The proposed stopping time and theoretical findings are applied to quality monitoring, including reliability monitoring in industrial processes and signal quality monitoring in global navigation satellite systems. Numerical simulations are presented to assess the goodness of the presented theoretical results, and the performance of the considered stopping times. This will show the superiority of the proposed scheme.
KW - GNSS
KW - Transient change detection
KW - finite moving average
KW - signal quality monitoring
KW - stopping time
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U2 - 10.1109/TSP.2017.2788416
DO - 10.1109/TSP.2017.2788416
M3 - Article
AN - SCOPUS:85040048596
SN - 1053-587X
VL - 66
SP - 1594
EP - 1606
JO - IRE Transactions on Audio
JF - IRE Transactions on Audio
IS - 6
M1 - 8242686
ER -