Signal design and detection algorithms for quick detection under false alarm rate constraints

In this paper, we consider the design of sequential detection algorithms for the low delay detection of a finite duration transient change signal from noisy observations of the signal under a false alarm rate constraint. Such design problems are motivated by the need to detect explicit control signals with low delay. We propose five heuristic detection algorithms that include algorithms that directly estimate the start time of the signals. In contrast to prior work, we also consider the case where the transient change signal can be apriori designed so as to optimize the detection delay as well as false alarm rate. Using simulations and numerical studies, we compare the average delay and false alarm rate performance of the above algorithms for different choices of the transient change signals.