Sequential Detection of Markov Targets With Trajectory Estimation
نویسندگان
چکیده
منابع مشابه
Sequential Detection under Markov Dependence
In this paper, we investigate a sequential test for binary hypothesis testing for stationary, first-order Markov dependent observations in steady state. Wald’s first and second lemmas are generalized. For a Markov chain with symmetric transition probability matrix the average sample number required by the test to decide a hypothesis is derived. Numerical analysis shows that accounting for a pos...
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ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 2008
ISSN: 0018-9448
DOI: 10.1109/tit.2008.928261