Title :
Optimal bayes joint decision and estimation
Author_Institution :
Univ. of New Orleans, New Orleans
Abstract :
Many problems involve joint decision and estimation, where qualities of decision and estimation affect each other. This paper proposes an integrated approach based on a new Bayes risk, which is a generalization of those for decision and estimation separately. Theoretical results of the optimal joint decision and estimation that minimizes the new Bayes risk are presented. The power of the new approach is illustrated by applications in target tracking and classification.
Keywords :
Bayes methods; estimation theory; target tracking; Bayes joint decision; Bayes risk; target tracking; Decision theory; Estimation theory; Filtering; Parameter estimation; Radar tracking; State estimation; Target recognition; Target tracking; Testing; Uncertainty; Bayes approach; Estimation; decision; statistical inference; target classification.; target tracking;
Conference_Titel :
Information Fusion, 2007 10th International Conference on
Conference_Location :
Quebec, Que.
Print_ISBN :
978-0-662-45804-3
Electronic_ISBN :
978-0-662-45804-3
DOI :
10.1109/ICIF.2007.4408084
