Addressed here is the quickest detection of transient signals which can be represented as hidden Markov models (HMMs), with the application of detection of transient signals. Relying on the fact that Page's test is equivalent to a repeated sequential probability ratio test (SPRT), we are able to devise a procedure analogous to Page's test for dependent observations. By using the so-called forward variable of an HMM, such a procedure is applied to the detection of a change in hidden Markov modeled observations, i.e., a switch from one HMM to another. Performance indices of Page's test, the average run length (ARL) under both hypotheses, are approximated and confirmed via simulation. Several important examples are investigated in depth to illustrate the advantages of the proposed scheme.


    Access

    Check access

    Check availability in my library

    Order at Subito €


    Export, share and cite



    Title :

    Detection of hidden Markov model transient signals


    Contributors:
    Chen, B. (author) / Willett, P. (author)


    Publication date :

    2000-10-01


    Size :

    1127209 byte




    Type of media :

    Article (Journal)


    Type of material :

    Electronic Resource


    Language :

    English






    Detection of High Baud-Rate Signals With Pattern Dependent Distortion Using Hidden Markov Modeling

    Bakhshali, A. / Chan, W. Y. / Rezania, A. et al. | British Library Online Contents | 2017


    Hidden Markov Model-based population synthesis

    Saadi, Ismaïl | Online Contents | 2016