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Multi-dimensional CUSUM and SPRT ProceduresYao, Shangchen 22 April 2019 (has links)
No description available.
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JOINT DETECTION-STATE ESTIMATION AND SECURE SIGNAL PROCESSINGRen, Mengqi 01 January 2016 (has links)
In this dissertation, joint detection-state estimation and secure signal processing are studied. Detection and state estimation are two important research topics in surveillance systems. The detection problems investigated in this dissertation include object detection and fault detection. The goal of object detection is to determine the presence or absence of an object under measurement uncertainty. The aim of fault detection is to determine whether or not the measurements are provided by faulty sensors. State estimation is to estimate the states of moving objects from measurements with random measurement noise or disturbance, which typically consist of their positions and velocities over time. Detection and state estimation are typically implemented separately and state estimation is usually performed after the decision is made. In this two-stage approach, missed detection and false alarms in detection stage decrease accuracy of state estimation. In this dissertation, several joint detection and state estimation algorithms are proposed. Secure signal processing is indispensable in dynamic systems especially when an adversary exists. In this dissertation, the developed joint fault detection and state estimation approach is used to detect attacks launched by an adversary on the system and improve state estimation accuracy. The security problem in satellite communication systems is studied and a minimax anti-jammer is designed in a frequency hopping spread spectrum (FHSS)/quadrature phase-shift keying (QPSK) satellite communication system.
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An Online Strategy for Wavelet Based Analysis of Multiscale Sensor DataBuch, Alok K 30 March 2004 (has links)
Complex industrial processes are represented by data that are well known to be multiscaled due to the variety of events that occur in a process at different time and frequency localizations. Wavelet based multiscale analysis approaches provide an excellent means to examine these events. However, the scope of the existing wavelet based methods in the fields of statistical applications, such as process monitoring and defect identification are still limited. Recent literature contains several wavelet decomposition based multiscale process monitoring approaches including many real life process monitoring applications, such as tool-life monitoring, bearing defect monitoring, and monitoring of ultra-precision processes such as chemical mechanical planarization (CMP) in wafer fabrication. However, all of the above mentioned wavelet based methodologies are offline and depend on the visual observations of the wavelet coefficients and details. The offline analysis paradigm was imposed by the high computation needs of the multiscale analysis, whereas the visual observation based approach was necessitated by the lack of statistical means to identify undesirable events. One of the most recent multiscale application, that deals with detecting delamination in CMP, addressed the need for online analysis by developing a moving window based approach to reduce computation time. This research presents 1) development of a fully online multiscale analysis approach where the speed of wavelet based analysis of the data matches the rate of data generation, 2) development of a statistical tool based on Sequential Probability Ratio Test (SPRT) to detect events of interest, and 3) development of an approach to display the analysis results through real time graphs for ease of process supervisory decision making. The developed methodologies are programmed using MATLAB 6.5 and implemented on several data sets obtained from metal and oxide CMP of wafer fabrication. The results and analysis are presented.
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Exact Distributions of Sequential Probability Ratio TestsStarvaggi, Patrick William 24 April 2014 (has links)
No description available.
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Detection of DDoS Attacks against the SDN Controller using Statistical ApproachesAl-Mafrachi, Basheer Husham Ali January 2017 (has links)
No description available.
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Simulation Study of Sequential Probability Ratio Test (SPRT) in Monitoring an Event RateYu, Xiaomin 16 July 2009 (has links)
No description available.
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A Sequential Classification Algorithm For Autoregressive ProcessesOtlu, Gunes 01 September 2011 (has links) (PDF)
This study aims to present a sequential method for the classification of the autoregressive processes. Different from the conventional detectors having fixed sample size, the method uses Wald&rsquo / s sequential probability ratio test and has a variable sample size. It is shown that the suggested method produces the classification decisions much earlier than fixed sample size alternative on the average. The proposed method is extended to the case when processes have unknown variance. The effects of the unknown process variance on the algorithmperformance are examined. Finally, the suggested algorithm is applied to the classification of fixed and
rotary wing targets. The average detection time and its relation with signal to noise ratio are examined.
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Spectrum Sensing in Cognitive Radios using Distributed Sequential DetectionJithin, K S January 2013 (has links) (PDF)
Cognitive Radios are emerging communication systems which efficiently utilize the unused licensed radio spectrum called spectral holes. They run Spectrum sensing algorithms to identify these spectral holes. These holes need to be identified at very low SNR (<=-20 dB) under multipath fading, unknown channel gains and noise power. Cooperative spectrum sensing which exploits spatial diversity has been found to be particularly effective in this rather daunting endeavor. However despite many recent studies, several open issues need to be addressed for such algorithms. In this thesis we provide some novel cooperative distributed algorithms and study their performance.
We develop an energy efficient detector with low detection delay using decentralized sequential hypothesis testing. Our algorithm at the Cognitive Radios employ an asynchronous transmission scheme which takes into account the noise at the fusion center. We have developed a distributed algorithm, DualSPRT, in which Cognitive Radios (secondary users) sequentially collect the observations, make local decisions and send them to the fusion center. The fusion center sequentially processes these received local decisions corrupted by Gaussian noise to arrive at a final decision. Asymptotically, this algorithm is shown to achieve the performance of the optimal centralized test, which does not consider fusion center noise. We also theoretically analyze its probability of error and average detection delay. Even though DualSPRT performs asymptotically well, a modification at the fusion node provides more control over the design of the algorithm parameters which then performs better at the usual operating probabilities of error in Cognitive Radio systems. We also analyze the modified algorithm theoretically. DualSPRT requires full knowledge of channel gains. Thus we extend the algorithm to take care the imperfections in channel gain estimates.
We also consider the case when the knowledge about the noise power and channel gain statistic is not available at the Cognitive Radios. This problem is framed as a universal sequential hypothesis testing problem. We use easily implementable universal lossless source codes to propose simple algorithms for such a setup. Asymptotic performance of the algorithm is presented. A cooperative algorithm is also designed for such a scenario.
Finally, decentralized multihypothesis sequential tests, which are relevant when the interest is to detect not only the presence of primary users but also their identity among multiple primary users, are also considered. Using the insight gained from binary hypothesis case, two new algorithms are proposed.
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Evaluation of Target Tracking Using Multiple Sensors and Non-Causal AlgorithmsVestin, Albin, Strandberg, Gustav January 2019 (has links)
Today, the main research field for the automotive industry is to find solutions for active safety. In order to perceive the surrounding environment, tracking nearby traffic objects plays an important role. Validation of the tracking performance is often done in staged traffic scenarios, where additional sensors, mounted on the vehicles, are used to obtain their true positions and velocities. The difficulty of evaluating the tracking performance complicates its development. An alternative approach studied in this thesis, is to record sequences and use non-causal algorithms, such as smoothing, instead of filtering to estimate the true target states. With this method, validation data for online, causal, target tracking algorithms can be obtained for all traffic scenarios without the need of extra sensors. We investigate how non-causal algorithms affects the target tracking performance using multiple sensors and dynamic models of different complexity. This is done to evaluate real-time methods against estimates obtained from non-causal filtering. Two different measurement units, a monocular camera and a LIDAR sensor, and two dynamic models are evaluated and compared using both causal and non-causal methods. The system is tested in two single object scenarios where ground truth is available and in three multi object scenarios without ground truth. Results from the two single object scenarios shows that tracking using only a monocular camera performs poorly since it is unable to measure the distance to objects. Here, a complementary LIDAR sensor improves the tracking performance significantly. The dynamic models are shown to have a small impact on the tracking performance, while the non-causal application gives a distinct improvement when tracking objects at large distances. Since the sequence can be reversed, the non-causal estimates are propagated from more certain states when the target is closer to the ego vehicle. For multiple object tracking, we find that correct associations between measurements and tracks are crucial for improving the tracking performance with non-causal algorithms.
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