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Sequential decision analysis for nonstationary stochastic processes
| Content Provider | NASA Technical Reports Server (NTRS) |
|---|---|
| Author | Schaefer, B. |
| Copyright Year | 1974 |
| Description | A formulation of the problem of making decisions concerning the state of nonstationary stochastic processes is given. An optimal decision rule, for the case in which the stochastic process is independent of the decisions made, is derived. It is shown that this rule is a generalization of the Bayesian likelihood ratio test; and an analog to Wald's sequential likelihood ratio test is given, in which the optimal thresholds may vary with time. |
| File Size | 300285 |
| Page Count | 16 |
| File Format | |
| Alternate Webpage(s) | http://archive.org/details/NASA_NTRS_Archive_19740026871 |
| Archival Resource Key | ark:/13960/t79s6j315 |
| Language | English |
| Publisher Date | 1974-10-01 |
| Access Restriction | Open |
| Subject Keyword | Missile Tracking Decision Making Stochastic Processes Signal Detection Bayes Theorem Ntrs Nasa Technical Reports Server (ntrs) Nasa Technical Reports Server Aerodynamics Aircraft Aerospace Engineering Aerospace Aeronautic Space Science |
| Content Type | Text |
| Resource Type | Technical Report |
