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The study presents statistical procedures that monitor functioning of items over time. We propose generalized likelihood ratio tests that surveil multiple item parameters and implement with various sampling techniques to perform continuous or intermittent monitoring. The procedures examine stability of item parameters across time and inform compromise as soon as they identify significant parameter shift. The performance of the monitoring procedures was validated using simulated and real-assessment data. The empirical evaluation suggests that the proposed procedures perform adequately well in identifying the parameter drift. They showed satisfactory detection power and gave timely signals while regulating error rates reasonably low. The procedures also showed superior performance when compared with the existent methods. The empirical findings suggest that multivariate parametric monitoring can provide an efficient and powerful control tool for maintaining the quality of items. The procedures allow joint monitoring of multiple item parameters and achieve sufficient power using powerful likelihood-ratio tests. Based on the findings from the empirical experimentation, we suggest some practical strategies for performing online item monitoring.

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The generalized likelihood ratio test (GLRT) for composite hypothesis testing problems is studied from a geometric perspective. An information-geometrical interpretation of the GLRT is proposed based on the geometry of curved exponential families. Two geometric pictures of the GLRT are presented for the cases where unknown parameters are and are not the same under the null and alternative hypotheses, respectively. A demonstration of one-dimensional curved Gaussian distribution is introduced to elucidate the geometric realization of the GLRT. The asymptotic performance of the GLRT is discussed based on the proposed geometric representation of the GLRT. The study provides an alternative perspective for understanding the problems of statistical inference in the theoretical sense.

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This paper presents a robust model-based technique to detect multiple faults in permanent magnet synchronous motors (PMSMs), namely inter-turn short circuit (ITSC) and encoder faults. The proposed model is based on a structural analysis, which uses the dynamic mathematical model of a PMSM in an abc frame to evaluate the system's structural model in matrix form. The just-determined and over-determined parts of the system are separated by a Dulmage-Mendelsohn decomposition tool. Subsequently, the analytical redundant relations obtained using the over-determined part of the system are used to form smaller redundant testable sub-models based on the number of defined fault terms. Furthermore, four structured residuals are designed based on the acquired redundant sub-models to detect measurement faults in the encoder and ITSC faults, which are applied in different levels of each phase winding. The effectiveness of the proposed detection method is validated by an in-house test setup of an inverter-fed PMSM, where ITSC and encoder faults are applied to the system in different time intervals using controllable relays. Finally, a statistical detector, namely a generalized likelihood ratio test algorithm, is implemented in the decision-making diagnostic system resulting in the ability to detect ITSC faults as small as one single short-circuited turn out of 102, i.e., when less than 1% of the PMSM phase winding is short-circuited.

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Interference can degrade the detection performance of a radar system. To overcome the difficulty of target detection in unknown interference, in this paper we model the interference belonging to a subspace orthogonal to the signal subspace. We design three effective detectors for distributed target detection in unknown interference by adopting the criteria of the generalized likelihood ratio test (GLRT), the Rao test, and the Wald test. At the stage of performance evaluation, we illustrate the detection performance of the proposed detectors in the presence of completely unknown interference (not constrained to lie in the above subspace). Numerical examples indicate that the proposed GLRT and Wald test can provide better detection performance than the existing detectors.

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Raman spectroscopy, which analyzes a Raman scattering spectrum of a target, has emerged as a key technology for non-contact chemical agent (CA) detection. Many CA detection algorithms based on Raman spectroscopy have been studied. However, the baseline, which is caused by fluorescence generated when measuring the Raman scattering spectrum, degrades the performance of CA detection algorithms. Therefore, we propose a baseline correction algorithm that removes the baseline, while minimizing the distortion of the Raman scattering spectrum. Assuming that the baseline is a linear combination of broad Gaussian vectors, we model the measured spectrum as a linear combination of broad Gaussian vectors, bases of background materials and the reference spectra of target CAs. Then, we estimate the baseline and Raman scattering spectrum together using the least squares method. Design parameters of the broad Gaussian vectors are discussed. The proposed algorithm requires reference spectra of target CAs and the background basis matrix. Such prior information can be provided when applying the CA detection algorithm. Via the experiment with real CA spectra measured by the Raman spectrometer, we show that the proposed baseline correction algorithm is more effective for removing the baseline and improving the detection performance, than conventional baseline correction algorithms.

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BACKGROUND: The nucleus of eukaryotic cells spatially packages chromosomes into a hierarchical and distinct segregation that plays critical roles in maintaining transcription regulation. High-throughput methods of chromosome conformation capture, such as Hi-C, have revealed topologically associating domains (TADs) that are defined by biased chromatin interactions within them. RESULTS: We introduce a novel method, HiCKey, to decipher hierarchical TAD structures in Hi-C data and compare them across samples. We first derive a generalized likelihood-ratio (GLR) test for detecting change-points in an interaction matrix that follows a negative binomial distribution or general mixture distribution. We then employ several optimal search strategies to decipher hierarchical TADs with p values calculated by the GLR test. Large-scale validations of simulation data show that HiCKey has good precision in recalling known TADs and is robust against random collisions of chromatin interactions. By applying HiCKey to Hi-C data of seven human cell lines, we identified multiple layers of TAD organization among them, but the vast majority had no more than four layers. In particular, we found that TAD boundaries are significantly enriched in active chromosomal regions compared to repressed regions. CONCLUSIONS: HiCKey is optimized for processing large matrices constructed from high-resolution Hi-C experiments. The method and theoretical result of the GLR test provide a general framework for significance testing of similar experimental chromatin interaction data that may not fully follow negative binomial distributions but rather more general mixture distributions.

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A generalized likelihood ratio test (GLRT) with the constant false alarm rate (CFAR) property was recently developed for adaptive detection of moving targets in focusing synthetic aperture radar (SAR) images. However, in the multichannel SAR-ground moving-target indication (SAR-GMTI) system, image defocus is inevitable, which will remarkably degrade the performance of the GLRT detector, especially for the lower radar cross-section (RCS) and slower radial velocity moving targets. To address this issue, based on the generalized steering vector (GSV), an extended GLRT detector is proposed and its performance is evaluated by the optimum likelihood ratio test (LRT) in the Neyman-Pearson (NP) criterion. The joint data vector formulated by the current cell and its adjacent cells is used to obtain the GSV, and then the extended GLRT is derived, which coherently integrates signal and accomplishes moving-target detection and parameter estimation. Theoretical analysis and simulated SAR data demonstrate the effectiveness and robustness of the proposed detector in the defocusing SAR images.

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Profile data emerges when the quality of a product or process is characterized by a functional relationship among (input and output) variables. In this paper, we focus on the case where each profile has one response variable Y, one explanatory variable x, and the functional relationship between these two variables can be rather arbitrary. The basic concept can be applied to a much wider case, however. We propose a general method based on the Generalized Likelihood Ratio Test (GLRT) for monitoring of profile data. The proposed method uses nonparametric regression to estimate the on-line profiles and thus does not require any functional form for the profiles. Both Shewhart-type and EWMA-type control charts are considered. The average run length (ARL) performance of the proposed method is studied. It is shown that the proposed GLRT-based control chart can efficiently detect both location and dispersion shifts of the on-line profiles from the baseline profile. An upper control limit (UCL) corresponding to a desired in-control ARL value is constructed.

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An important factor in house prices is its location. However, measurement errors arise frequently in the process of observing variables such as the latitude and longitude of the house. The single-index models with measurement errors are used to study the relationship between house location and house price. We obtain the estimators by a SIMEX method based on the local linear method and the estimating equation. To test the significance of the index coefficient and the linearity of the link function, we establish the generalized likelihood ratio (GLR) tests for the models. We demonstrate that the asymptotic null distributions of the established GLR tests follow χ 2 -distributions which are independent of nuisance parameters or functions. Finally, two simulated examples and a real estate valuation data set are given to illustrate the effect of GLR tests.

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Computerized classification testing (CCT) aims to classify persons into one of two or more possible categories to make decisions such as mastery/non-mastery or meet most/meet all/exceed. A defining feature of CCT is its stopping criterion: the test terminates when there is enough confidence to make a decision. There is abundant research on CCT with a single cut-off, and two common stopping criteria are the sequential probability ratio test (SPRT) statistic and the generalized likelihood ratio statistic (GLR). However, there is a relative scarcity of research extending the SPRT to the multi-hypothesis case for when there is more than one cut-off. In this paper, we propose a new multi-category GLR (mGLR) statistic as well as a stochastically curtailed version of the CCT with three or more categories. A simulation study was conducted to show that the mGLR statistic outperformed the existing stopping rules by generating shorter average test length without sacrificing classification accuracy. Results also revealed that the stochastically curtailed mGLR successfully increased test efficiency in certain testing conditions.

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This paper investigates the detection of the transmitted power violation (TPV) in the satellite-terrestrial integrated network, where the terrestrial base station may break the spectrum policies so that severe damages are made to the satellite systems. Due to the lack of prior information on specific abnormal behaviors, this problem is complex and challenging. To tackle it, we first turn to the geolocation spectrum database based detecting framework, where not only the tasks of each segment but also the spectrum policies are specified. Then, the ternary hypothesis test and the generalized Neyman-Pearson (GMNP) test criterion are applied to maximize the detection probability under the false-alarm constraint. What is more, the Abnormal after Normal (AaN) detector is developed to simplify the analysis. Finally, simulations are conducted to demonstrate that the proposed detector can realize the detection of TPV in most cases at the expense of less than 10% detection probability.

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Count data with excess zeros are so common in several areas of scientific research. In particular, the zero-inflated version of count data models has been used for modelling data sets with excessive number of zeros. In this regard, zero-inflated Poisson distribution has received much attention in the literature. Through this paper, we propose a generalized class of zero-inflated Poisson distribution namely 'zero-inflated Hermite distribution (ZIHD)', which can be considered as a more flexible class of zero-inflated Poisson-type distribution suitable for tackling overdispersed data sets. Here we investigate several important properties of the ZIHD along with a discussion on certain inference aspects of the model. Certain test procedures for checking zero-inflation have also been developed and these tests have been investigated by using simulation studies. Further, two real life data applications are given for illustrating the usefulness of the model.

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This paper considers the active detection of a stealth target with aspect dependent reflection (e.g., submarine, aircraft, etc.) using wireless sensor networks (WSNs). When the target is detected, its localization is also of interest. Due to stringent bandwidth and energy constraints, sensor observations are quantized into few-bit data individually and then transmitted to a fusion center (FC), where a generalized likelihood ratio test (GLRT) detector is employed to achieve target detection and maximum likelihood estimation of the target location simultaneously. In this context, we first develop a GLRT detector using one-bit quantized data which is shown to outperform the typical counting rule and the detection scheme based on the scan statistic. We further propose a GLRT detector based on adaptive multi-bit quantization, where the sensor observations are more precisely quantized, and the quantized data can be efficiently transmitted to the FC. The Cramer-Rao lower bound (CRLB) of the estimate of target location is also derived for the GLRT detector. The simulation results show that the proposed GLRT detector with adaptive 2-bit quantization achieves much better performance than the GLRT based on one-bit quantization, at the cost of only a minor increase in communication overhead.

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Quick validation and detection of faults in measured air quality data is a crucial step towards achieving the objectives of air quality networks. Therefore, the objectives of this paper are threefold: (i) to develop a modeling technique that can be used to predict the normal behavior of air quality variables and help provide accurate reference for monitoring purposes; (ii) to develop fault detection method that can effectively and quickly detect any anomalies in measured air quality data. For this purpose, a new fault detection method that is based on the combination of generalized likelihood ratio test (GLRT) and exponentially weighted moving average (EWMA) will be developed. GLRT is a well-known statistical fault detection method that relies on maximizing the detection probability for a given false alarm rate. In this paper, we propose to develop GLRT-based EWMA fault detection method that will be able to detect the changes in the values of certain air quality variables; (iii) to develop fault isolation and identification method that allows defining the fault source(s) in order to properly apply appropriate corrective actions. In this paper, reconstruction approach that is based on Midpoint-Radii Principal Component Analysis (MRPCA) model will be developed to handle the types of data and models associated with air quality monitoring networks. All air quality modeling, fault detection, fault isolation and reconstruction methods developed in this paper will be validated using real air quality data (such as particulate matter, ozone, nitrogen and carbon oxides measurement).

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In this paper, we investigate a low probability of intercept (LPI)-based optimal power allocation strategy for a joint bistatic radar and communication system, which is composed of a dedicated transmitter, a radar receiver, and a communication receiver. The joint system is capable of fulfilling the requirements of both radar and communications simultaneously. First, assuming that the signal-to-noise ratio (SNR) corresponding to the target surveillance path is much weaker than that corresponding to the line of sight path at radar receiver, the analytically closed-form expression for the probability of false alarm is calculated, whereas the closed-form expression for the probability of detection is not analytically tractable and is approximated due to the fact that the received signals are not zero-mean Gaussian under target presence hypothesis. Then, an LPI-based optimal power allocation strategy is presented to minimize the total transmission power for information signal and radar waveform, which is constrained by a specified information rate for the communication receiver and the desired probabilities of detection and false alarm for the radar receiver. The well-known bisection search method is employed to solve the resulting constrained optimization problem. Finally, numerical simulations are provided to reveal the effects of several system parameters on the power allocation results. It is also demonstrated that the LPI performance of the joint bistatic radar and communication system can be markedly improved by utilizing the proposed scheme.

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In this paper, an adaptive algorithm is proposed to develop an orthogonally optimized waveforms with good correlation properties that are suitable for the detection of target in the presence of strong clutter. The joint optimization both at the transmitter and receiver is adapted based on the secondary data and clutter to maximize signal to interference noise ratio (SINR) with target and clutter knowledge. The result shows good correlation properties and better SINR and signal to clutter ratio (SCR) compared to the existing iterative algorithm. The proposed algorithm also shows improved detection even for lower SCR when implemented with GLRT.

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In this paper, we consider the problem of testing two separate families of hypotheses via a generalization of the sequential probability ratio test. In particular, the generalized likelihood ratio statistic is considered and the stopping rule is the first boundary crossing of the generalized likelihood ratio statistic. We show that this sequential test is asymptotically optimal in the sense that it achieves asymptotically the shortest expected sample size as the maximal type I and type II error probabilities tend to zero.