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Optimal simultaneous detection and estimation under a false alarm constraint - MaRDI portal

Optimal simultaneous detection and estimation under a false alarm constraint (Q4836896)

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scientific article; zbMATH DE number 766584
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Optimal simultaneous detection and estimation under a false alarm constraint
scientific article; zbMATH DE number 766584

    Statements

    Optimal simultaneous detection and estimation under a false alarm constraint (English)
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    25 July 1995
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    simultaneous decisions
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    min-max criterion
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    likelihood ratio
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    finite sample simultaneous detection and estimation
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    multihypothesis testing
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    worst case detection
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    worst case classification error probabilities
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    false alarm constraint
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    greatest lower bounds
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    signal detection
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    order selection
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    signal classification
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    fundamental tradeoffs
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    optimal decision rule
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    suboptimal penalty function methods
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