Error-probability bounds for continuous-time decision problems

DOI10.1109/TIT.1978.1055925zbMATH Open0403.94001OpenAlexW2105690926MaRDI QIDQ4189166FDOQ4189166

Authors Donald L. Snyder, Jan H. van Schuppen, J. L. Hibey 

Publication date 1978

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

Full work available at URL https://doi.org/10.1109/tit.1978.1055925

zbMATH Keywords

Stochastic ProcessesSignalsPartial Differential EquationContinuous-TimeBinary Detection ProblemsError-Probability BoundsLikelihood-Ratio TestMartingale Theory

Mathematics Subject Classification ID

Signal detection and filtering (aspects of stochastic processes) (60G35) Communication theory (94A05)

Cited In (3)

• Performance bounds for mismatched decision schemes with Poisson process observations
• Quadratic forms for Feynman-Kac semigroups
• Error probability bounds for nuclear detection: improving accuracy through controlled mobility

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