Bayesian sequential joint detection and estimation

DOI10.1080/07474946.2018.1554899zbMath1431.62335arXiv1807.03234OpenAlexW2964127795MaRDI QIDQ4634018

Dominik Reinhard, Abdelhak M. Zoubir, Michael Fauß

Publication date: 7 May 2019

Published in: Sequential Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1807.03234

zbMATH Keywords

optimizationlinear programmingstopping timeBayesian decision theorysequential analysisoptimal testJoint detection and estimation

Mathematics Subject Classification ID

Linear programming (90C05) Estimation and detection in stochastic control theory (93E10) Signal theory (characterization, reconstruction, filtering, etc.) (94A12) Detection theory in information and communication theory (94A13) Sequential statistical analysis (62L10) Sequential estimation (62L12) Optimal stopping in statistics (62L15)

Related Items (1)

Bayesian sequential joint detection and estimation under multiple hypotheses

Cites Work

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