Cart (Loading....) | Create Account
Close category search window
 

Performance analysis of sequential tests between Poisson processes

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

Formats Non-Member Member
$31 $13
Learn how you can qualify for the best price for this item!
Become an IEEE Member or Subscribe to
IEEE Xplore for exclusive pricing!
close button

puzzle piece

IEEE membership options for an individual and IEEE Xplore subscriptions for an organization offer the most affordable access to essential journal articles, conference papers, standards, eBooks, and eLearning courses.

Learn more about:

IEEE membership

IEEE Xplore subscriptions

2 Author(s)
DeLucia, J. ; IDA Center for Commun. Res., Princeton, NJ, USA ; Poor, H.V.

The problem of performance computation for sequential tests between Poisson processes is considered. The average sample numbers and error probabilities of the sequential probability ratio test (SPRT) between two homogeneous Poisson processes are known to solve certain delay-differential equations (DDEs). Exact, numerically stable solutions to these DDEs are developed here, and their asymptotic properties are explored. These solutions are seen to be superior to earlier solutions of Dvoretsky, Kiefer, and Wolfowitz (1953), which suffer from severe numerical instability in some ranges of parameters of interest in applications. The application of these results is illustrated in the problem of performance approximation for the cumulative sum (CUSUM) quickest detection procedure

Published in:

Information Theory, IEEE Transactions on  (Volume:43 ,  Issue: 1 )

Date of Publication:

Jan 1997

Need Help?


IEEE Advancing Technology for Humanity About IEEE Xplore | Contact | Help | Terms of Use | Nondiscrimination Policy | Site Map | Privacy & Opting Out of Cookies

A not-for-profit organization, IEEE is the world's largest professional association for the advancement of technology.
© Copyright 2014 IEEE - All rights reserved. Use of this web site signifies your agreement to the terms and conditions.