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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Patent•
25 Jun 2001
TL;DR: In this article, the authors propose a sensor arrangement associated with monitoring the source of data for a system, activating a method for performing a sequential probability ratio test if the data source includes a single data (sensor) source and activating a regression sequential possibility ratio testing procedure if the arrangement includes a pair of sensors (data sources) with signals which are linearly or non-linearly related.
Abstract: A method and apparatus for monitoring a source of data for determining an operating state of a working system. The method includes determining a sensor (or source of data) arrangement associated with monitoring the source of data for a system, activating a method for performing a sequential probability ratio test if the data source includes a single data (sensor) source, activating a second method for performing a regression sequential possibility ratio testing procedure if the arrangement includes a pair of sensors (data sources) with signals which are linearly or non-linearly related; activating a third method for performing a bounded angle ratio test procedure if the sensor arrangement includes multiple sensors and utilizing at least one of the first, second and third methods to accumulate sensor signals and determining the operating state of the system.
05 Jul 2020
TL;DR: In this article, the authors consider the PU detection problem in interweave cognitive networks, in the presence of an impulse noise, and derive closed form expressions for the per-sample log likelihood ratio, as well as the average sample numbers under binary hypothesis testing.
Abstract: In this paper, we consider the primary user (PU) detection problem in interweave cognitive networks, in the presence of an impulse noise. Adopting Middleton's Class A distribution for this latter, and a sequential probability ratio test for the PU detection, closed form expressions are derived for the per-sample log likelihood ratio, as well as the average sample numbers under binary hypothesis testing.
TL;DR: The proposed methodology can be the basis for the improvement of additional standards, for example, in ISO 8422:2006 and has been accepted to the work plan of TC-56 of IEC.
Abstract: The Sequential Probability Ratio Test (SPRT) is widely used in the field of reliability and quality control. This paper is a continuation and a significant extension of the authors' earlier paper; it is dedicated to various risk ratios (α/β) and will lead to the increased use of the Sequential Probability Ratio Test for practical and research needs. The sample number (SN) until the test stops is a random value, and its distribution tails can be extremely long relative to the average SN (ASN). This is not suitable for practical use; therefore, truncation is required, usually by a pair of lines whose intersection, denoted as the Truncation Apex (TA), determines the maximum SN (maxSN). The optimality of the test is determined by the minimality of the SN (by means of maxSN and ASN) for a given Operating Characteristic. Presented are formulas and an algorithm for the TA and other parameters of the optimal test stopping boundaries for various α/β. This methodology also shortens the test planning process. Displacement of the TA from the optimal location results in a significant increase in ASN.
The study was implemented in the Israeli standard SI-61123. Revision of IEC 61123 and IEC 61124 (for exponential distributed data), by this study, has been accepted to the work plan of TC-56 of IEC. The proposed methodology can be the basis for the improvement of additional standards, for example, in ISO 8422:2006.
Journal Article•
TL;DR: This thesis investigates the performance of two acquisition schemes in terms of the acquisition time of the truncated sequential probability ratio test (TSPRT), finding it efficient, robust, fast and suitable for real time low cost implementations.
Abstract: : In direct-sequence spread-spectrum systems, successful communications require phase synchronization of the incoming pseudonoise (PN) coded waveform with a locally generated replica at the receiver. It has been previously shown that sequential PN code acquisition schemes have the potential to achieve the best performance, but they are the least analyzed because of the analytical difficulties. The acquisition time for a PN code acquisition scheme is an important parameter for system design purposes. This thesis investigates the performance of two acquisition schemes in terms of the acquisition time. A fixed sample size (FSS) test and a truncated sequential probability ratio test (TSPRT) are studied with noncoherent demodulation in a classical additive white Gaussian noise (AWGN) channel and in presence of fading. Optimal selection of desired detection and false alarm probabilities, the effects of penalty time, majority logic verification schemes and channel signal to noise ratio (SNR) mismatch problems are thoroughly studied using the flow graph technique. Our results show that the TSPRT is efficient, robust (against fading), fast and suitable for real time low cost implementations.