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Proceedings Paper

Design of extended Neyman-Pearson hypothesis tests
Author(s): Qian Zhang; Pramod K. Varshney; Yunmin Zhu
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Paper Abstract

We consider a problem in which exactly one of the n+1 distinct signals {S0, ...,Sn}, say S0, may be present in a noisy environment and the presence or absence of S0 needs to be determined. The performance is given by the false alarm probabilities Pfi, i=1, ...,n, where Pfi is the probability that Si is declared as S0, and the detection probability Pd which is the probability that S0 is correctly recognized. It is required that Pd be maximized while Pfi≤ci, i=1,...,n, where c1, ...,cn are prescribed non-negative constants. The solution is an extended Neyman-Pearson test in which p0(x) is tested against (w1p1(x)+ ...+wnpn(x)) where pi(x) is the probability density function of observation X when Si occurs. We propose two methods to obtain w1, ..., wn for any given c1, ..., cn. For certain simple cases, analytical or graphical solution is used. For the general case, we propose a search algorithm on w1, ..., wn which provides a sequence of extended Neyman-Pearson tests that converge to the optical solution. Numerical examples are given to illustrate these methods.

Paper Details

Date Published: 27 July 1999
PDF: 12 pages
Proc. SPIE 3720, Signal Processing, Sensor Fusion, and Target Recognition VIII, (27 July 1999); doi: 10.1117/12.357178
Show Author Affiliations
Qian Zhang, Syracuse Univ. (United States)
Pramod K. Varshney, Syracuse Univ. (United States)
Yunmin Zhu, Sichuan Univ. (China)

Published in SPIE Proceedings Vol. 3720:
Signal Processing, Sensor Fusion, and Target Recognition VIII
Ivan Kadar, Editor(s)

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