A class of sequential tests and its applications
Yu T. Su, Charles L. Weber · IEEE Transactions on Communications · 1990
Two iterated algorithms for evaluating the performance of a class of sequential tests are proposed. The goal is equivalent to computing the distribution function of the first passage time for a random walk to cross a one-sided barrier. Limitations on both algorithms are studied, and associated methods for eliminating those limitations when possible are derived. These algorithms are applied to a pseudonoise code acquisition system and a range-sampled radar searching problem. Related computational problems are discussed, and numerical results are given.>