Controlled sensing for sequential multihypothesis testing

George K. Atia, Venugopal V. Veeravalli

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

Abstract

The problem of controlled sensing for multihypothesis testing is considered. Prior to decision making, a controller sequentially chooses among a set of control actions to shape the quality of the observations. The goal is to design an efficient control policy, a stopping rule and a final decision rule, to minimize the expected stopping time subject to hard constraints on the risks associated with wrong decisions about each hypothesis. We propose a sequential test, which is shown to be asymptotically optimal when the risks are sufficiently small. Optimality is based on a derived lower bound on the minimum expected stopping time of tests in the class of tests satisfying the predefined risk constraints. Furthermore, by viewing the variable-length coding problem as a special case of sequential multihypothesis testing with observation control, we recover the classic result of Burnašev on the expected coding length for variable-length coding over Discrete Memoryless Channels (DMCs) at zero rate.

Original languageEnglish (US)
Title of host publication2012 IEEE International Symposium on Information Theory Proceedings, ISIT 2012
Pages2196-2200
Number of pages5
DOIs
StatePublished - 2012
Event2012 IEEE International Symposium on Information Theory, ISIT 2012 - Cambridge, MA, United States
Duration: Jul 1 2012Jul 6 2012

Publication series

NameIEEE International Symposium on Information Theory - Proceedings

Other

Other2012 IEEE International Symposium on Information Theory, ISIT 2012
Country/TerritoryUnited States
CityCambridge, MA
Period7/1/127/6/12

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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