Optimal simultaneous detection and estimation under a false alarm constraint
نویسندگان
چکیده
منابع مشابه
Optimal simultaneous detection and estimation under a false alarm constraint
AbstructThis paper addresses the problem of finite sample simultaneous detection and estimation which arises when estimation of signal parameters is desired but signal presence is uncertain. In general, a joint detection and estimation algorithm cannot simultaneously achieve optimal detection and optimal estimation performance. In this paper we develop a multihypothesis testing framework for st...
متن کاملMultiple signal detection under a specified false alarm constraint
This paper presents a sequential detection scheme for sinusoidal signals observed in spatially colored noise which controls the probability of overestimating the number of signals. The scheme is based on the Sequentially Rejective Bonferroni Test together with the nonlinear weighted least squares approach for estimation of the signal parameters under the hypotheses and alternatives respectively...
متن کاملAsymptotic Optimality in Bayesian Change-point Detection Problems under Global False Alarm Probability Constraint
In 1960s Shiryaev developed Bayesian theory of change detection in independent and identically distributed (i.i.d.) sequences. In Shiryaev’s classical setting the goal is to minimize an average detection delay under the constraint imposed on the average probability of false alarm. Recently, Tartakovsky and Veeravalli (2005) developed a general Bayesian asymptotic change-point detection theory (...
متن کاملOptimal Design of Geometrically Nonlinear Structures Under a Stability Constraint
This paper suggests an optimization-based methodology for the design of minimum weight structures with kinematic nonlinear behavior. Attention is focused on three-dimensional reticulated structures idealized with beam elements under proportional static loadings. The algorithm used for optimization is based on a classical optimality criterion approach using an active-set strategy for extreme lim...
متن کاملOptimal Coding Subgraph Selection under Survivability Constraint
Nowadays communication networks have become an essential and inevitable part of human life. Hence, there is an ever-increasing need for expanding bandwidth, decreasing delay and data transfer costs. These needs necessitate the efficient use of network facilities. Network coding is a new paradigm that allows the intermediate nodes in a network to create new packets by combining the packets recei...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: IEEE Transactions on Information Theory
سال: 1995
ISSN: 0018-9448
DOI: 10.1109/18.382015