Open AccessSequential Random Distortion Testing of Non-Stationary Processes
Author(s) -
Prashant Khanduri,
Dominique Pastor,
Vinod Sharma,
Pramod K. Varshney
Publication year - 2019
Publication title -
ieee transactions on signal processing
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 1.638
H-Index - 270
eISSN - 1941-0476
pISSN - 1053-587X
DOI - 10.1109/tsp.2019.2940124
Subject(s) - sequential probability ratio test , independent and identically distributed random variables , false alarm , algorithm , parametric statistics , sequential analysis , distortion (music) , computer science , statistical hypothesis testing , mathematics , signal (programming language) , random variable , statistics , amplifier , computer network , bandwidth (computing) , programming language
In this work, we propose a non-parametric sequential hypothesis test based on random distortion testing (RDT). RDT addresses the problem of testing whether or not a random signal, Ξ, observed in independent and identically distributed (i.i.d) additive noise deviates by more than a specified tolerance, τ, from a fixed model, ξ0. The test is non-parametric in the sense that the underlying signal dis...
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