A Statistical Decision Theory for Non-Stationary Systems.

Abstract

A modification of the statistical theory of hypotheses testing that should be of interest in connection with sonar detection problems is presented. The problem can be described as one of making hypotheses about a physical system that is changing during the observation process (non-stationary system). When the states of the system follow a Markov law, a set of functions forming a sufficient statistic can be determined recursively; from them, it is possible to determine the optimum test according to any criterion. The procedure is easy to implement and provides - at least theoretically - an optimum way of taking the past information into account. (Author)

Document Details

Document Type
Technical Report
Publication Date
May 01, 1971
Accession Number
AD0723868

Entities

People

  • Christian Fabry

Organizations

  • SACLANT ASW Research Centre

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Data Science
  • Decision Theory
  • Detection
  • Hypotheses
  • Information Science
  • Observation
  • Stationary
  • Statistical Decision Theory

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Mathematical Modeling and Probability Theory.