Optimal simultaneous detection and estimation under a false alarm constraint

DOI10.1109/18.382015MaRDI QIDQ4836896zbMATH OpenOpenAlexFDO

Authors Bülent Baygün, Alfred O. III Hero

Publication date 25 July 1995

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/18.382015

zbMATH Keywords

false alarm constraintfinite sample simultaneous detection and estimationfundamental tradeoffsgreatest lower boundslikelihood ratiomin-max criterionmultihypothesis testingoptimal decision ruleorder selectionsignal classificationsignal detectionsimultaneous decisionssuboptimal penalty function methodsworst case classification error probabilitiesworst case detection

Mathematics Subject Classification ID

Statistical aspects of information-theoretic topics (62B10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13)

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Cited in

(7)

• Optimal on-line detection of outside observations
• A constant-false-alarm-rate algorithm
• The cost of false alarms in Hellman and rainbow tradeoffs
• Sequential detection/isolation of abrupt changes
• Sequential joint detection and estimation
• A fixed-size sample strategy for the sequential detection and isolation of non-orthogonal alterna\-tives
• The equivalence between optimal detecting arrays and super-simple OAs

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