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Article . 2018 . Peer-reviewed
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On Random Distortion Testing Based Sequential Non-Parametric Hypothesis Testing

Authors: Khanduri, Prashant; Pastor, Dominique; Sharma, Vinod Kumar; Varshney, Pramod K.;

On Random Distortion Testing Based Sequential Non-Parametric Hypothesis Testing

Abstract

In this work, we propose a new method for sequential binary hypothesis testing. The approach is non-parametric in the sense that it does not assume any knowledge of signal distributions under each hypothesis. The proposed framework is based on Random distortion testing (RDT) which addresses the problem of testing whether or not a random signal, deviates by more than a specified tolerance, $\tau$, from a fixed value, $\xi_{0}$. We first state the problem setup and then discuss earlier approaches to solve the problem. We then propose a new sequential algorithm, T-SeqRDT, which is shown to control the probabilities of error while reducing the number of samples required to make a decision compared to the fixed-sample-size version of RDT. Finally, via simulations we compare T-SeqRDT to other algorithms and show its robustness compared to standard likelihood ratio based approaches.

Country
France
Keywords

SPRT, sequential testing, Random Distortion, testing, [SPI.SIGNAL] Engineering Sciences [physics]/Signal and Image processing

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
4
Average
Average
Top 10%
Green