Technical Program

Paper Detail

Paper:SPTM-P13.10
Session:Detection and Classification
Time:Friday, May 21, 15:30 - 17:30
Presentation: Poster
Topic: Signal Processing Theory and Methods: Detection, Estimation, and Class. Thry & Apps.
Title: OPTIMAL WAVELET FOR ABRUPT CHANGE DETECTION IN MULTIPLICATIVE NOISE
Authors: Marie Chabert; ENSEEIHT/IRIT/TéSA 
 Daniel Ruiz; ENSEEIHT/IRIT 
 Jean-Yves Tourneret; ENSEEIHT/IRIT/TéSA 
Abstract: This paper addresses abrupt change detection in multiplicative noise using the continous wavelet transform. An optimal wavelet, maximizing a well-chosen time-scale contrast criterion is derived. The analytical optimization gives the optimal wavelet closed expression. The influence of the mother wavelet on signature-based detector performance is then demonstrated. Detection performance is characterized using Receiver Operating Characteristic curves computed from Monte-Carlo simulations. The optimal wavelet obviously improves performance with respect to other wavelets classicaly used for singularity detection.
 
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