Change Detection Design for Low False Alarm Rates
نویسندگان
چکیده
This contribution addresses the problem of automated tuning of change detectors with given false alarm rate. By estimating a parametric distribution to the test statistics computed from real or simulated data, the threshold of the test can be computed directly. The advantage is that we can predict the threshold although there are no or very few false alarms in the used data. Using real data, the method is robust to assumed noise distributions and modeling errors. We illustrate the method on the CUSUM and GLR tests applied to friction estimation in cars and an airborne navigation system, respectively.
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