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Proceedings Paper

Epistemic utility estimation
Author(s): Darryl R. Morrell
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Paper Abstract

We apply an epistemological model of rational decision making developed by Isaac Levi to the estimation problem. The estimators thus developed are optimal with respect to an epistemic utility function that accounts for the cost of error, the decision agent's assessment of informational value, and the decision agent's specified willingness to risk errors in exchange for information acquisition; the estimators are inherently set-valued. We apply Levi's stable acceptance procedure to the estimation process, facilitating the use of unnormalized probability densities. As an example of the theory, we develop algorithms to apply an epistemic utility estimator to the output of a set-valued Kalman filter.

Paper Details

Date Published: 16 December 1992
PDF: 11 pages
Proc. SPIE 1766, Neural and Stochastic Methods in Image and Signal Processing, (16 December 1992); doi: 10.1117/12.130861
Show Author Affiliations
Darryl R. Morrell, Arizona State Univ. (United States)

Published in SPIE Proceedings Vol. 1766:
Neural and Stochastic Methods in Image and Signal Processing
Su-Shing Chen, Editor(s)

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