Robust Distributed Block and Sequential Continuous-Time Detection

Abstract

Two detectors making independent observations which are the outputs of stochastic dynamical systems driven by colored Gaussian noise must decide which one of two hypotheses is true. Detection with a fixed observation interval (block detection) and sequential detection are considered. The decisions are coupled through a common cost function which for tests with a fixed observation interval consists of the sum of the error probabilities while for sequential tests it comprises the sum of the error probabilities and the expected stopping times. For the case of block detection the time-varying parameters of the dynamical system belong to uncertainty classes determined by 2-alternating capacities or to classes with minimal and maximal elements. For the case of sequential detection the time-invariant parameters of the dynamical system belong to classes with minimal and maximal elements.

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Document Details

Document Type
Technical Report
Publication Date
Jan 01, 1987
Accession Number
ADA452094

Entities

People

  • Evaggelos A. Geraniotis

Organizations

  • University of Maryland

Tags

DTIC Thesaurus Topics

  • Abstracts
  • Detection
  • Detectors
  • Electrical Engineering
  • Engineering
  • Gaussian Noise
  • Information Operations
  • Intervals
  • Observation
  • Probability
  • Universities

Readers

  • Adaptive Control and Estimation with Uncertainty in Dynamic Systems.
  • Graph Algorithms and Convex Optimization.
  • Regression Analysis.