Controlled Sensing for Composite Multihypothesis Testing with Application to Anomaly Detection

Aditya Deshmukh, Srikrishna Bhashyam, Venugopal V. Veeravalli

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

Abstract

The problem of multi-hypothesis testing with controlled sensing of observations is considered. The distribution of observations collected under each control is assumed to follow a single-parameter exponential family distribution. The goal is to design a policy to find the true hypothesis with minimum expected delay while ensuring that probability of error is below a given constraint. The decision maker can control the delay by intelligently choosing the control for observation collection in each time slot. We derive a policy that satisfies the given constraint on the error probability. We also show that the policy is asymptotically optimal in the sense that it asymptotically achieves an information-theoretic lower bound on the expected delay. We demonstrate and discuss an application of the proposed policy to controlled anomaly detection.

Original languageEnglish (US)
Title of host publicationConference Record of the 52nd Asilomar Conference on Signals, Systems and Computers, ACSSC 2018
EditorsMichael B. Matthews
PublisherIEEE Computer Society
Pages2109-2113
Number of pages5
ISBN (Electronic)9781538692189
DOIs
StatePublished - Jul 2 2018
Externally publishedYes
Event52nd Asilomar Conference on Signals, Systems and Computers, ACSSC 2018 - Pacific Grove, United States
Duration: Oct 28 2018Oct 31 2018

Publication series

NameConference Record - Asilomar Conference on Signals, Systems and Computers
Volume2018-October
ISSN (Print)1058-6393

Conference

Conference52nd Asilomar Conference on Signals, Systems and Computers, ACSSC 2018
Country/TerritoryUnited States
CityPacific Grove
Period10/28/1810/31/18

Keywords

  • Controlled sensing
  • Hypothesis testing
  • Sequential desgin

ASJC Scopus subject areas

  • Signal Processing
  • Computer Networks and Communications

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