Showing papers by "Heinrich Meyr published in 2018"

Testing Optimality of Sequential Decision-Making

Abstract: This paper provides a statistical method to test whether a system that performs a binary sequential hypothesis test is optimal in the sense of minimizing the average decision times while taking decisions with given reliabilities. The proposed method requires samples of the decision times, the decision outcomes, and the true hypotheses, but does not require knowledge on the statistics of the observations or the properties of the decision-making system. The method is based on fluctuation relations for decision time distributions which are proved for sequential probability ratio tests. These relations follow from the martingale property of probability ratios and hold under fairly general conditions. We illustrate these tests with numerical experiments and discuss potential applications.

CORDIC Algorithms and Architectures

Abstract: Digital signal processing (DSP) algorithms exhibit an increasing need for the efficient implementation of complex arithmetic operations. The computation of trigonometric functions, coordinate transformations or rotations of complex valued phasors is almost naturally involved with modern DSP algorithms. Popular application examples are algorithms used in digital communication technology and in adaptive signal processing. While in digital communications, the straightforward evaluation of the cited functions is important, numerous matrix based adaptive signal processing algorithms require the solution of systems of linear equations, QR factorization or the computation of eigenvalues, eigenvectors or singular values. All these tasks can be efficiently implemented using processing elements performing vector rotations. The COordinate Rotation Digital Computer algorithm (CORDIC) offers the opportunity to calculate all the desired functions in a rather simple and elegant way.