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A variable threshold page procedure for detection of transient signals
2005
IEEE Transactions on Signal Processing
When employed to detect a transient change between known independent identically distributed populations, Page's test is easy to implement and provides reliable performance. However, its application to unknown transient changes is less clear. A Page test can be thought of as a repeated sequential test, and here we propose that each sequential test use a time-varying threshold. The idea is that short signals are detected quickly before post-termination data has a chance to refute them; and that
doi:10.1109/tsp.2005.857060
fatcat:jyvfa2aa6zacjfo3sjdkmceody