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However, in most fielded systems, unwanted clutter and interference sources mean that the noise level changes both spatially and temporally. In this case, a changing threshold can be used, where the threshold level is raised and lowered to maintain a constant probability of false alarm. This is known as constant false alarm rate (CFAR) detection.
The normal deviate mapping (or normal quantile function, or inverse normal cumulative distribution) is given by the probit function, so that the horizontal axis is x = probit(P fa) and the vertical is y = probit(P fr), where P fa and P fr are the false-accept and false-reject rates.
The true-positive rate is also known as sensitivity or probability of detection. [1] The false-positive rate is also known as the probability of false alarm [1] and equals (1 − specificity). The ROC is also known as a relative operating characteristic curve, because it is a comparison of two operating characteristics (TPR and FPR) as the ...
In Boolean logic, the majority function (also called the median operator) is the Boolean function that evaluates to false when half or more arguments are false and true otherwise, i.e. the value of the function equals the value of the majority of the inputs.
The false positive rate (FPR) is the proportion of all negatives that still yield positive test outcomes, i.e., the conditional probability of a positive test result given an event that was not present. The false positive rate is equal to the significance level. The specificity of the test is equal to 1 minus the false positive rate.
At each time, it maintains its estimate of the target state as the mean and covariance matrix of a multivariate normal distribution. However, unlike the PDAF, which is only meant for tracking a single target in the presence of false alarms and missed detections, the JPDAF can handle multiple target tracking scenarios.
When the quality of the output is satisfactory the A.R.L. is a measure of the expense incurred by the scheme when it gives false alarms, i.e., Type I errors (Neyman & Pearson, 1936 [4]). On the other hand, for constant poor quality the A.R.L. measures the delay and thus the amount of scrap produced before the rectifying action is taken, i.e ...
where p(r | x) denotes the conditional joint probability density function of the observed series {r(t)} given that the underlying series has the values {x(t)}. In contrast, the related method of maximum a posteriori estimation is formally the application of the maximum a posteriori (MAP) estimation approach.