Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Multichannel Sequential Detection- Part I: Non-i.i.d. Data   We consider the problem of sequential signal detection in a multichannel
system where the number and location of signals is a priori unknown. We assume
that the data in each channel are sequentially observed and follow a general
non-i.i.d. stochastic model. Under the assumption that the local log-likelihood
ratio processes in the channels converge r-completely to positive and finite
numbers, we establish the asymptotic optimality of a generalized sequential
likelihood ratio test and a mixture-based sequential likelihood ratio test.
Specifically, we show that both tests minimize the first r moments of the
stopping time distribution asymptotically as the probabilities of false alarm
and missed detection approach zero. Moreover, we show that both tests
asymptotically minimize all moments of the stopping time distribution when the
local log-likelihood ratio processes have independent increments and simply
obey the Strong Law of Large Numbers. This extends a result previously known in
the case of i.i.d. observations when only one channel is affected. We
illustrate the general detection theory using several practical examples,
including the detection of signals in Gaussian hidden Markov models, white
Gaussian noises with unknown intensity, and testing of the first-order
autoregression's correlation coefficient. Finally, we illustrate the
feasibility of both sequential tests when assuming an upper and a lower bound
on the number of signals and compare their non-asymptotic performance using a
simulation study.

8
The categories of this paper are: hep-ex
23
The categories of this paper are: solv-int
22
The categories of this paper are: chao-dyn
17
The categories of this paper are: q-fin
0
The categories of this paper are: hep-ph
6
The categories of this paper are: astro-ph
13
The categories of this paper are: quant-ph
4
The categories of this paper are: cond-mat
9
The categories of this paper are: nlin
28
The categories of this paper are: alg-geom
26
The categories of this paper are: bayes-an
24
The categories of this paper are: dg-ga
33
The categories of this paper are: plasm-ph
7
The categories of this paper are: hep-th
32
The categories of this paper are: atom-ph
27
The categories of this paper are: comp-gas