DocumentCode
913279
Title
A Bayes sequential test of m hypotheses (Corresp.)
Author
Roberts, Richard
Volume
16
Issue
1
fYear
1970
fDate
1/1/1970 12:00:00 AM
Firstpage
91
Lastpage
94
Abstract
The problem of sequentially deciding upon one of
mutually exclusive and exhaustive hypotheses has been studied in detail for the case of
. This correspondence presents the structure for the Bayes
-ary sequential detector. Computational results depend on a property called subspace separability, which allows one to reduce the dimensionality of the essential averaging process. Numerical results are presented for the case of Gaussian observation statistics and
.
mutually exclusive and exhaustive hypotheses has been studied in detail for the case of
. This correspondence presents the structure for the Bayes
-ary sequential detector. Computational results depend on a property called subspace separability, which allows one to reduce the dimensionality of the essential averaging process. Numerical results are presented for the case of Gaussian observation statistics and
.Keywords
Bayes procedures; Sequential decision procedures; Costs; Fourier transforms; Game theory; Information theory; Integral equations; Iterative algorithms; Mathematical model; Sequential analysis; Sufficient conditions; Testing;
fLanguage
English
Journal_Title
Information Theory, IEEE Transactions on
Publisher
ieee
ISSN
0018-9448
Type
jour
DOI
10.1109/TIT.1970.1054403
Filename
1054403
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