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Asymptotic Optimality Theory For Decentralized Sequential Multihypothesis Testing Problems
The Bayesian formulation of sequentially testing hypotheses is
studied in the context of a decentralized sensor network system. In such a
system, local sensors observe raw observations and send quantized sensor
messages to a fusion center which makes a final decision when stopping taking
observations. Asymptotically optimal decentralized sequential tests are
developed from a class of "two-stage" tests that allows the sensor network
system to make a preliminary decision in the first stage and then optimize each
local sensor quantizer accordingly in the second stage. It is shown that the
optimal local quantizer at each local sensor in the second stage can be defined
as a maximin quantizer which turns out to be a randomization of at most
unambiguous likelihood quantizers (ULQ). We first present in detail our results
for the system with a single sensor and binary sensor messages, and then extend
to more general cases involving any finite alphabet sensor messages, multiple
sensors, or composite hypotheses.Comment: 14 pages, 1 figure, submitted to IEEE Trans. Inf. Theor
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