A variable threshold page procedure for detection of transient signals

Abstract

Abstract-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 evidence for a long signal is allowed to build, rather than being summarily discarded too early. Simulations results show that the performance of the proposed scheme comes close to tracing the "envelope" of fixed-style Page tests.

Data Discovery and Anomaly Detection Using Atypicality for Real-Valued Data

“…In order to compare our atypicality method with alternative approaches in transient detection, we compare its performance with Variable Threshold Page (VTP) which outperforms other similar methods in detection of non-trivial signals [ 31 ].…”

“…A type of detection problem closely related to anomaly detection is transient detection [ 28 , 29 , 30 , 31 , 32 , 33 , 34 ]. In many signal processing applications, it is of interest to detect short-duration statistical changes in observed data.…”

“…If and are known, the Page test is optimal for this in the sense that by using a GLRT; given an average wait between false alarms, it minimizes the worst-case average delay to detection [ 31 ]. However in many applications, there is either no information about or it varies from one transient signal to another.…”

“…However in many applications, there is either no information about or it varies from one transient signal to another. In this case, it is shown that Variable Threshold Page (VTP) gives a reliable result [ 29 , 31 ]. There are also other approaches of transient detection based on Nuttall’s power-law detector that are often used in the literature [ 29 , 30 ].…”

Technologies and application of pipeline centerline and bending strain of In-line inspection based on inertial navigation

“…As show in Figure 8, the ELF marker place on the ground and above the buried pipeline. Two coil antennas are mounted in the marker orthogonally to receive the signal of ELF transmitter (Wang and Willett, 2005). When the ILI tool passes below the marker, the coil antenna which is parallel to the pipeline will receive the strongest ELF signal.…”