Sequential Detection with Markov Interrupted Observations.

Abstract

We consider the sequential detection of a Markov sequence in a linear system with interrupted observations, i.e., systems with a switching environment. Because of the excessive computational requirements for optimum procedures, three suboptimum filters are discussed, all of which feed into a sequential likelihood-ratio detector. The results of a computer simulation are also presented. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Apr 01, 1979
Accession Number
ADA069090

Entities

People

  • M. T. Hadidi
  • S. C. Schwartz

Organizations

  • Princeton University

Tags

Communities of Interest

  • Ground and Sea Platforms
  • Sensors

DTIC Thesaurus Topics

  • Algorithms
  • Computations
  • Computer Simulations
  • Computers
  • Data Science
  • Electrical Engineering
  • Equations
  • Equations Of State
  • Information Science
  • Linear Systems
  • Military Research
  • Monte Carlo Method
  • Order Statistics
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistics

Readers

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