Continuous sequential decision in the presence of a finite number of hypotheses | IEEE Journals & Magazine | IEEE Xplore

Continuous sequential decision in the presence of a finite number of hypotheses


Abstract:

Given a finite probability spaceXand an a priori distributionP = P(0) = \{p_{i}(0)\}, exact expressions for minimum search time (to determine the one and only one nonzero...Show More

Abstract:

Given a finite probability spaceXand an a priori distributionP = P(0) = \{p_{i}(0)\}, exact expressions for minimum search time (to determine the one and only one nonzero mean process) are derived. Only one pointimay be observed at a given time, in contrast to the more standard decision theory problem where all n processes are observed simultaneously. The problem is formulated in continuous time, as a limiting case of discrete-time hypothesis tests. The performance of the optimal strategy is shown to be far superior to the performance of some standard strategies.
Published in: IEEE Transactions on Information Theory ( Volume: 12, Issue: 2, April 1966)
Page(s): 248 - 255
Date of Publication: 06 January 2003

ISSN Information:


References

References is not available for this document.