Title
On the optimality of sequential test with multiple sensors
Abstract
We study the problem of sequential detection for binary hypothesis testing using multiple sensors. We consider a randomized sensor selection strategy in which one sensor can be active at any given time step. We obtain an optimal sequential test using dynamic programming and show that it corresponds to the Sequential Probability Ratio Test (SPRT) when the sensor selection process is stationary. Further, we prove that Wald-Wolfowitz theorem holds true for sequential test with multiple sensors.
Year
DOI
Venue
2012
10.1109/ACC.2012.6314869
American Control Conference
Keywords
Field
DocType
dynamic programming,probability,sensors,testing,SPRT,Wald-Wolfowitz theorem,binary hypothesis testing,dynamic programming,multiple sensors,randomized sensor selection strategy,sequential detection,sequential probability ratio test,sequential test optimality
Dynamic programming,Mathematical optimization,Computer science,Sensor fusion,Binary hypothesis testing,Sensor selection,Multiple sensors,Sequential probability ratio test,Bayesian probability
Conference
ISSN
ISBN
Citations 
0743-1619 E-ISBN : 978-1-4673-2102-0
978-1-4673-2102-0
2
PageRank 
References 
Authors
0.38
7
2
Name
Order
Citations
PageRank
Vaibhav Katewa176.58
Vijay Gupta21146112.35