13,188 research outputs found

    Sequential Detection with Mutual Information Stopping Cost

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    This paper formulates and solves a sequential detection problem that involves the mutual information (stochastic observability) of a Gaussian process observed in noise with missing measurements. The main result is that the optimal decision is characterized by a monotone policy on the partially ordered set of positive definite covariance matrices. This monotone structure implies that numerically efficient algorithms can be designed to estimate and implement monotone parametrized decision policies.The sequential detection problem is motivated by applications in radar scheduling where the aim is to maintain the mutual information of all targets within a specified bound. We illustrate the problem formulation and performance of monotone parametrized policies via numerical examples in fly-by and persistent-surveillance applications involving a GMTI (Ground Moving Target Indicator) radar

    Active sequential hypothesis testing

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    Consider a decision maker who is responsible to dynamically collect observations so as to enhance his information about an underlying phenomena of interest in a speedy manner while accounting for the penalty of wrong declaration. Due to the sequential nature of the problem, the decision maker relies on his current information state to adaptively select the most ``informative'' sensing action among the available ones. In this paper, using results in dynamic programming, lower bounds for the optimal total cost are established. The lower bounds characterize the fundamental limits on the maximum achievable information acquisition rate and the optimal reliability. Moreover, upper bounds are obtained via an analysis of two heuristic policies for dynamic selection of actions. It is shown that the first proposed heuristic achieves asymptotic optimality, where the notion of asymptotic optimality, due to Chernoff, implies that the relative difference between the total cost achieved by the proposed policy and the optimal total cost approaches zero as the penalty of wrong declaration (hence the number of collected samples) increases. The second heuristic is shown to achieve asymptotic optimality only in a limited setting such as the problem of a noisy dynamic search. However, by considering the dependency on the number of hypotheses, under a technical condition, this second heuristic is shown to achieve a nonzero information acquisition rate, establishing a lower bound for the maximum achievable rate and error exponent. In the case of a noisy dynamic search with size-independent noise, the obtained nonzero rate and error exponent are shown to be maximum.Comment: Published in at http://dx.doi.org/10.1214/13-AOS1144 the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

    Communication under Strong Asynchronism

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    We consider asynchronous communication over point-to-point discrete memoryless channels. The transmitter starts sending one block codeword at an instant that is uniformly distributed within a certain time period, which represents the level of asynchronism. The receiver, by means of a sequential decoder, must isolate the message without knowing when the codeword transmission starts but being cognizant of the asynchronism level A. We are interested in how quickly can the receiver isolate the sent message, particularly in the regime where A is exponentially larger than the codeword length N, which we refer to as `strong asynchronism.' This model of sparse communication may represent the situation of a sensor that remains idle most of the time and, only occasionally, transmits information to a remote base station which needs to quickly take action. The first result shows that vanishing error probability can be guaranteed as N tends to infinity while A grows as Exp(N*k) if and only if k does not exceed the `synchronization threshold,' a constant that admits a simple closed form expression, and is at least as large as the capacity of the synchronized channel. The second result is the characterization of a set of achievable strictly positive rates in the regime where A is exponential in N, and where the rate is defined with respect to the expected delay between the time information starts being emitted until the time the receiver makes a decision. As an application of the first result we consider antipodal signaling over a Gaussian channel and derive a simple necessary condition between A, N, and SNR for achieving reliable communication.Comment: 26 page
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