A DETECTION OPTIMAL MIN-MAX TEST FOR TRANSIENT SIGNALS

Page's test is optimal for detecting a permanent change in distributio n, in the sense that it minimizes the worst case average delay to dete ction given an average distance between false alarms. When used to det ect transient signals, however, it in fact becomes the generalized lik elihood ratio test (GLRT). Since a GLRT is in almost all cases ad hoc, Page's test used as such cannot be said to be optimal in any explicit sense, The subject of this correspondence is the development of the m in-max test, via the new ideas of Baygun and Nero, for the detection o f a transient.