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Optimal multi-model detection with application to Gaussian problems

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

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

Abstract

Detection with multiple distributions is considered. Rather than formulating the problem with multiple hypotheses, we formulate the problem in a binary hypothesis testing framework by a multiple model approach. Three classes of the Multi-Model Detection (MMD) problems are considered: simplex, compound, and mixture. Three concepts of optimality are given for these three problems, including Uniformly Most Powerful over Mixtures (UMPM) for the mixture case. The relationships between different optimality are analyzed. A method of designing a UMPM test based on Uniformly Most Powerful (UMP) test is proposed. Several examples of the UMPM test for MMD problems with Gaussian distributions are given. Simulation results are provided that verify the theoretical conclusions.

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

  • Neyman-Pearson criterion
  • multi-model
  • statistical detection
  • uniformly most powerful

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