Type:
Conference Paper›Invited and refereed articles in conference proceedings
Authored by:
Baras, John S., LaVigna, Anthony.
Conference date:
June 9-19, 1986
Conference:
The Institute for Mathematics and Its Applications Workshop on Stochastic Differential Equations and Their Applications, pp. 100-105
Full Text Paper:
Abstract:
We present the sequential detection for diffusion type signals in both the fixed probability of error and the Bayesian formulation. The optimal strategy in both cases is a threshold policy with explicitły computable thresholds. We provide numerical schemes for approximating the relevant likelihood ratio and provide an architecture for real-time signal processing.