Nonparametric Sequential Signal Change Detection Under Dependent Noise

  title={Nonparametric Sequential Signal Change Detection Under Dependent Noise},
  author={Mirosx0142aw Pawlak and Ansgar Steland},
  journal={IEEE Transactions on Information Theory},
A nonparametric version of the sequential signal detection problem is studied. Our signal model includes a class of time-limited signals for which we collect data in the sequential fashion at discrete points in the presence of correlated noise. For such a setup we introduce a novel signal detection algorithm relying on the postfiltering smooth correction of the classical Whittaker-Shannon interpolation series. Given a finite frame of noisy samples of the signal, we design a detection algorithm… CONTINUE READING


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