By Topic

Analysis of a signal starting time estimator based on the Page test statistic

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
$33 $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

1 Author(s)
D. A. Abraham ; SACALANT Undersea Res. Centre, La Spezia, Italy

Many signal processing applications require the detection of an abrupt change with subsequent estimation of the actual time of occurrence of the change. The time of the most recent reset to zero of the Page test statistic is proposed for this purpose. The probability mass function of the estimator is determined analytically subject to a quantization of the Page test statistic update. Closed-form results for the first three uncorrected moments of the estimator are presented. The analytical results are verified by comparison to simulation results and the fineness of the quantization required for accurate representation is investigated by evaluation of the Kolmogorov-Smirnov statistic. The bias, standard deviation, and skewness of the estimator as a function of the signal strength and detector threshold are evaluated for Gaussian shift-in-mean and noncentral chi-squared changes in signal type.

Published in:

IEEE Transactions on Aerospace and Electronic Systems  (Volume:33 ,  Issue: 4 )