Probably just testing. If you've not heard it before it could've been a new torando alarm system. That's what it reminds me of. Ironically my hometown in Illinois tested everyday Tuesday. Ha, I remember one day when I was about 9-10 it went off and my mom freaked the fuck out. She ran to the basement, totally forgot my ass because I was still sleep then started screaming "TORNADO." I've never ran so fast in my life. Next thing I know I'm sitting in the basement in whitey tighties trying to figure out why the hell we can see our neighbor picking strawberries in her backyard, why the hell my mom was in the basement before waking me up, and that I needed some damn clothes because it was cold lol.
Most likely, SHTF I think you'll hear a siren.
WROL, you'll hear gun fire, some screaming, and some asshole wearing a blue helmet telling you stay in your house over a loud speaker.