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Multi-model combined SPRT for detection with uncertain hypothesis distribution

  • Zhejiang University
  • Chang'an University
  • University of New Orleans

Research output: Chapter in Book/Report/Conference proceedingConference contributionpeer-review

Abstract

The Sequential Probability Ratio Test (SPRT) is a classical detector for problems with an unfixed sample size. Though it is optimal under some conditions, SPRT can be directly used only for a binary hypothesis with exactly known distributions. In this paper, sequential detection problem with an uncertain hypothesis distribution is considered, in which the uncertain distribution is formulated in a multi-model form. A combined SPRT algorithm is given based on the multi-model set. The detection performance and model design of the algorithm are analyzed, especially for the Gaussian distribution problem. Simulation results show that the proposed algorithm can handle the uncertain detection problem effectively.

Original languageEnglish
Title of host publication20th International Conference on Information Fusion, Fusion 2017 - Proceedings
PublisherInstitute of Electrical and Electronics Engineers Inc.
ISBN (Electronic)9780996452700
DOIs
StatePublished - 11 Aug 2017
Externally publishedYes
Event20th International Conference on Information Fusion, Fusion 2017 - Xi'an, China
Duration: 10 Jul 201713 Jul 2017

Publication series

Name20th International Conference on Information Fusion, Fusion 2017 - Proceedings

Conference

Conference20th International Conference on Information Fusion, Fusion 2017
Country/TerritoryChina
CityXi'an
Period10/07/1713/07/17

Keywords

  • SPRT
  • fusion
  • multi-model
  • statistical detection

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