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Real Time Sequential Detection for Diffusion Signals

Type: 
Conference PaperInvited and refereed articles in conference proceedings
Authored by:
Baras, John S., LaVigna, Anthony.
Conference date:
December 9-11, 1987
Conference:
The 26th IEEE Conference on Decision and Control, pp. 1153-1157
Full Text Paper: 
Abstract: 

We present the sequential detection problem for diffusion type signals in both the fixed probability of error and the Bayesian formulations. 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.