Asymptotically optimum tests for decentralized sequential testing in continuous time

Georgios Fellouris, George V. Moustakides

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

We propose an asymptotically optimum test for the problem of decentralized sequential hypothesis testing in continuous time, in the case where the sensors have full local memory and no feedback from the fusion center. According to our scheme, the sensors perform locally repeated SPRTs and communicate, asynchronously, their one-bit decisions to the fusion center. The fusion center in turn uses the received information to perform a centralized SPRT in order to make the final decision. The expected time for a decision of the proposed scheme differs from the optimum continuous-time centralized SPRT only by a constant. This fact suggests order-2 asymptotic optimality of our test as compared to existing schemes that are optimal of order-1. Moreover, simulation experiments reveal that the performance of our scheme is significantly better than that of the discrete-time centralized SPRT.

Original languageEnglish (US)
Title of host publicationProceedings of the 11th International Conference on Information Fusion, FUSION 2008
DOIs
StatePublished - 2008
Externally publishedYes
Event11th International Conference on Information Fusion, FUSION 2008 - Cologne, Germany
Duration: Jun 30 2008Jul 3 2008

Publication series

NameProceedings of the 11th International Conference on Information Fusion, FUSION 2008

Other

Other11th International Conference on Information Fusion, FUSION 2008
Country/TerritoryGermany
CityCologne
Period6/30/087/3/08

Keywords

  • Decentralized
  • SPRT
  • Sequential testing

ASJC Scopus subject areas

  • Computational Theory and Mathematics
  • Computer Science Applications
  • Information Systems

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