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Classifying acoustic signatures using the sequential probability ratio test. (English) Zbl 1054.62090

Summary: Acoustic sensors can provide real time information about moving targets. The acoustic information is typically processed sequentially, allowing the sequential probability ratio test (SPRT) to be used as the basis to solve the target identification problem. The SPRT keeps gathering observations only as long as the statistical test has a value between the upper stopping boundary and the lower stopping boundary. When the test goes above the upper boundary or below the lower boundary, the system can make a decision. The desired false alarm error rate and the desired missed detection error rate determine the upper and lower stopping boundaries. We present extensions to the sequential probability ratio test to handle problems of dependence, contamination, and the unknown class. We also present results for using the SPRT for target identification using acoustic information.

MSC:

62L10 Sequential statistical analysis
62P35 Applications of statistics to physics
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