Abstract: “A sequential nonparametric method is proposed for adaptation to background noise parameters for real-time. The method is designed to operate as an adaptation-unit, which is included inside a detection subsystem of an integrated multichannel monitoring system. The proposed method guarantees the given size of a nonasymptotic confidence set for noise parameters. Properties of the suggested method are rigorously proved. The proposed algorithm has been successfully tested in real conditions of a functioning C-OTDR monitoring system, which was designed to monitor a railway.”

Keywords: Guaranteed estimation, multichannel monitoring systems, non-asymptotic confidence set