A dynamic decentralized sequential multi-hypothesis testing problem under uniformly distributed nonstationary observations

Ji Woong Lee, Geir E. Dullerud

Research output: Contribution to journalConference article

Abstract

A dynamic team of multiple communicating decision makers perform Bayesian sequential multi-hypothesis testing with nonstationary observations. A member-by-member optimal decision rule is derived under the conditions that the observations are independent and uniformly distributed conditioned on each hypothesis, that the observation costs are adapted to the quality of observations, and that the cost for decision errors is sufficiently large and does not impose additional penalty for "vague" terminal decisions. The "vague" terminal decisions can be made "clear" by performing a finite number of member-by-member optimal sequential decisions successively.

Original languageEnglish (US)
Pages (from-to)1976-1981
Number of pages6
JournalProceedings of the IEEE Conference on Decision and Control
Volume2
StatePublished - Dec 1 2004
Event2004 43rd IEEE Conference on Decision and Control (CDC) - Nassau, Bahamas
Duration: Dec 14 2004Dec 17 2004

ASJC Scopus subject areas

  • Control and Systems Engineering
  • Modeling and Simulation
  • Control and Optimization

Fingerprint Dive into the research topics of 'A dynamic decentralized sequential multi-hypothesis testing problem under uniformly distributed nonstationary observations'. Together they form a unique fingerprint.

  • Cite this