Performance Bounds for Finite Moving Average Change Detection: Application to Global Navigation Satellite Systems

Due to the widespread deployment of Global Navigation Satellite Systems (GNSSs) for critical road or urban applications, one of the major challenges to be solved is the provision of integrity to terrestrial environments, so that GNSS may be safety used in these applications. To do so, the integrity of the received GNSS signal must be analyzed in order to detect some local effect disturbing the received signal. This is desirable because the presence of some local effect may cause large position errors, and hence compromise the signal integrity. Moreover, the detection of such disturbing effects must be done before some pre-established delay. This kind of detection lies within the field of transient change detection. In this work, a finite moving average stopping time is proposed in order to approach the signal integrity problem with a transient change detection framework. The statistical performance of this stopping time is investigated and compared, in the context of multipath detection, to other different methods available in the literature. Numerical results are presented in order to assess their performance.Comment: 12 pages, 2 figures, transaction paper, IEEE Transaction on Signal Processing, 201

Quick Search for Rare Events

Rare events can potentially occur in many applications. When manifested as opportunities to be exploited, risks to be ameliorated, or certain features to be extracted, such events become of paramount significance. Due to their sporadic nature, the information-bearing signals associated with rare events often lie in a large set of irrelevant signals and are not easily accessible. This paper provides a statistical framework for detecting such events so that an optimal balance between detection reliability and agility, as two opposing performance measures, is established. The core component of this framework is a sampling procedure that adaptively and quickly focuses the information-gathering resources on the segments of the dataset that bear the information pertinent to the rare events. Particular focus is placed on Gaussian signals with the aim of detecting signals with rare mean and variance values