Sequential locally optimum test (SLOT): A sequential detection scheme based on locally optimum test statistic

Jinsoo Bae; Seong Ill Park; Yunhee Kim; Seokho Yoon; Jongho Oh; Iickho Song; Seong Jun Oh

doi:10.1587/transfun.E93.A.2045

Sequential locally optimum test (SLOT): A sequential detection scheme based on locally optimum test statistic

Jinsoo Bae, Seong Ill Park, Yunhee Kim, Seokho Yoon, Jongho Oh, Iickho Song, Seong Jun Oh

School of Cybersecurity

Research output: Contribution to journal › Article › peer-review

Abstract

Based on the characteristics of the thresholds of two detectionschemes employing locally optimum test statistics, a sequential detection design procedure is proposed and analyzed. The proposed sequential test, called the sequential locally optimum test (SLOT), inherently provides finite stopping time (terminates with probability one within the finite horizon), and thereby avoids undesirable forced termination. The performance of the SLOT is compared with that of the fixed sample-size test, sequential probability ratio test (SPRT), truncated SPRT, and 2-SPRT. It is observed that the SLOT requires smaller average sample numbers than other schemes at most values of the normalized signal amplitude while maintaining the error performance close to the SPRT.

Original language	English
Pages (from-to)	2045-2056
Number of pages	12
Journal	IEICE Transactions on Fundamentals of Electronics, Communications and Computer Sciences
Volume	E93-A
Issue number	11
DOIs	https://doi.org/10.1587/transfun.E93.A.2045
Publication status	Published - 2010 Nov

Keywords

Asymptotic sample number
Locally optimum detector
Minimum false-alarm
Sequential probability ratio test
Sequential test

ASJC Scopus subject areas

Signal Processing
Computer Graphics and Computer-Aided Design
Electrical and Electronic Engineering
Applied Mathematics

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10.1587/transfun.E93.A.2045

Cite this

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title = "Sequential locally optimum test (SLOT): A sequential detection scheme based on locally optimum test statistic",

abstract = "Based on the characteristics of the thresholds of two detectionschemes employing locally optimum test statistics, a sequential detection design procedure is proposed and analyzed. The proposed sequential test, called the sequential locally optimum test (SLOT), inherently provides finite stopping time (terminates with probability one within the finite horizon), and thereby avoids undesirable forced termination. The performance of the SLOT is compared with that of the fixed sample-size test, sequential probability ratio test (SPRT), truncated SPRT, and 2-SPRT. It is observed that the SLOT requires smaller average sample numbers than other schemes at most values of the normalized signal amplitude while maintaining the error performance close to the SPRT.",

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AU - Bae, Jinsoo

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AU - Yoon, Seokho

AU - Oh, Jongho

AU - Song, Iickho

AU - Oh, Seong Jun

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Sequential locally optimum test (SLOT): A sequential detection scheme based on locally optimum test statistic

Abstract

Keywords

ASJC Scopus subject areas

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