Chapter 4: Sequential Detection and CFAR

Learning Objectives

• Formulate and analyze Wald's sequential probability ratio test (SPRT), including threshold design in terms of target error probabilities
• Use Wald's identity to compute the average sample number (ASN) of the SPRT and understand its optimality
• Design CUSUM detectors for change-point problems and characterize their performance via ARL0 and ARL1
• Construct cell-averaging, ordered-statistic, and greatest-of CFAR detectors, and choose threshold multipliers for a target false-alarm rate
• Apply sequential and CFAR techniques to wireless problems: early stopping in iterative decoding, handover triggering, radar target detection, and spectrum sensing