Detecting an Unknown Abrupt Change in the Band Center of the Fast-Fluctuating Gaussian Random Process
Autor: | Alexander Makarov, Tatiana Demina, Oleg V. Chernoyarov, Yuri Kabanov |
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Jazyk: | angličtina |
Rok vydání: | 2020 |
Předmět: |
maximum likelihood method
Maximum likelihood Gaussian Biomedical Engineering 02 engineering and technology fast-fluctuating random process Statistical simulation symbols.namesake 0202 electrical engineering electronic engineering information engineering QA1-939 Center (algebra and category theory) Statistical physics abrupt change Instrumentation local markov approximation method Mathematics false alarm probability Stochastic process 020208 electrical & electronic engineering discontinuous parameter 020206 networking & telecommunications unknown band center missing probability Control and Systems Engineering symbols statistical simulation |
Zdroj: | Measurement Science Review, Vol 20, Iss 4, Pp 187-195 (2020) |
ISSN: | 1335-8871 |
Popis: | The generalized maximum likelihood algorithm is introduced for detecting the abrupt change in the band center of a fast-fluctuating Gaussian random process with the uniform spectral density. This algorithm has a simpler structure than the ones obtained by means of common approaches and it can be effectively implemented on the base of both modern digital signal processors and field-programmable gate arrays. By applying the multiplicative and additive local Markov approximation of the decision statistics and its increments, the analytical expressions are calculated for the false alarm and missing probabilities. And with the help of statistical simulation it is confirmed that the proposed detector is operable, while the theoretical formulas describing its quality and efficiency approximate satisfactorily the corresponding experimental data in a wide range of parameters of the observable data realization. |
Databáze: | OpenAIRE |
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