Topic
Sequential probability ratio test
About: Sequential probability ratio test is a research topic. Over the lifetime, 1248 publications have been published within this topic receiving 22355 citations.
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20 Apr 2009
TL;DR: An efficient particle filter based distributed track-before-detect (PF-DTBD) algorithm is presented, which reduces delay of detection and improves the precision of state estimation simultaneously and proves that the unnormalized fused particle' weight is actually composed of sensors' local measurement likelihood, which makes the likelihood ratio test feasible at fusion node.
Abstract: An efficient particle filter based distributed track-before-detect (PF-DTBD) algorithm is presented in this paper. It key idea is the fusion of multi-sensor local estimated conditional probability density functions (PDFs). Firstly, the PDFs among sensors nodes are estimated by multivariate kernel density estimation (MKDE) technique based on finite particles set and fused to calculate the fused particle's weight at fusion node. Next, according to Bayes rule, we prove that the unnormalized fused particle' weight is actually composed of sensors' local measurement likelihood, which makes the likelihood ratio test feasible at fusion node. Finally we introduce a detection scheme combining sequential probability ratio test (SPRT) and fixed sample size (FSS) likelihood ratio test to definitely realize TBD process for weak targets. Simulation results show our algorithm is efficient, which reduces delay of detection and improves the precision of state estimation simultaneously.
7 citations
TL;DR: Monte Carlo operating characteristic (OC) and average sample number (ASN) functions were compared with Wald's OC and ASN equations for sequential sampling plans based on Wald's sequential probabilistic models.
Abstract: Monte Carlo operating characteristic (OC) and average sample number (ASN) functions were compared with Wald's OC and ASN equations for sequential sampling plans based on Wald's sequential probabili...
7 citations
7 citations
TL;DR: In this paper, a modification of the sequential probability ratio test is proposed in which Wald's parallel boundaries are broken at some preassigned point of the sample number axis and Anderson's converging boundaries are used prior to that.
Abstract: Summary
A modification of the sequential probability ratio test is proposed in which Wald's parallel boundaries are broken at some preassigned point of the sample number axis and Anderson's converging boundaries are used prior to that. Read's partial sequential probability ratio test can be considered as a special case of the proposed procedure. As far as ‘the maximum average sample number reducing property is concerned, the procedure is as good as Anderson's modified sequential probability ratio test.
7 citations
TL;DR: The ARC's statistical decision algorithm is reviewed and data is presented that show its present efficiency is below the proposed criterion (Bennett and Wade, 1980) in a high proportion of cases.
Abstract: The Auditory Response Cradle (ARC) has great potential for detecting severe hearing impairments in neonates. This article reviews the ARC's statistical decision algorithm and presents data that show its present efficiency is below the proposed criterion (Bennett and Wade, 1980) in a high proportion of cases. Two alternative decision rules are proposed for use in screening neonates with the ARC. The first uses a test of fixed length and the second uses a statistically more controlled method based on the sequential probability ratio test of Wald.
7 citations