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Proceedings ArticleDOI

Sequential detection with limited memory

Emre Ertin, +1 more
- pp 585-588
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TLDR
In this article, the design of sequential detection tests under memory constraints is studied and the optimal sequential test in the case where only a quantized version of the likelihood can be stored in memory is derived.
Abstract
Sequential tests outperform fixed sample size tests by requiring fewer samples on average to achieve the same level of error performance The sequential probability ratio test (SPRT) has been suggested by Wald (1947) for sequential binary hypothesis testing problems SPRT recursively calculates the likelihood of an observed data stream and requires this likelihood to be stored in memory between samples In this paper we study the design of sequential detection tests under memory constraints We derive the optimal sequential test in the case where only a quantized version of the likelihood can be stored in memory An application of the proposed techniques is large scale sensor networks where price and communication constraints dictate limited complexity devices, which store and transmit concise representations of the state of nature

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References
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TL;DR: In this article, the authors present the first textbook that fully explains the neuro-dynamic programming/reinforcement learning methodology, which is a recent breakthrough in the practical application of neural networks and dynamic programming to complex problems of planning, optimal decision making, and intelligent control.
Journal ArticleDOI

A sequential procedure for multihypothesis testing

TL;DR: The sequential testing of more than two hypotheses has important applications in direct-sequence spread spectrum signal acquisition, multiple-resolution-element radar, and other areas and it is argued that the MSPRT approximates the much more complicated optimal test when error probabilities are small and expected stopping times are large.
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Optimization of Stochastic Models

TL;DR: The problem of optimal decisions can be seen as getting simulation and optimization effectively combined, and Optimization of Stochastic Models: The Interface Between Simulation andoptimization is suitable as a text for a graduate level course on Stochastics, or as a secondary text for an undergraduate level course in Operations Research.
Journal ArticleDOI

Learning with Finite Memory

TL;DR: In this paper, the design and performance of optimal finite-memory systems for the two-hypothesis testing problem with probability of error loss criterion was studied. But the problem was not studied in this paper.
Journal ArticleDOI

Hypothesis Testing with Finite Statistics

TL;DR: In this paper, it was shown that a four-valued statistic is sufficient to solve the two-hypothesis testing problem with a limiting probability of error zero under either hypothesis.
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