A Statistical Decision Theory for Non-Stationary Systems.
SACLANT ASW RESEARCH CENTRE LA SPEZIA (ITALY)
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A modification of the statistical theory of hypotheses testing that should be of interest in connection with sonar detection problems is presented. The problem can be described as one of making hypotheses about a physical system that is changing during the observation process non-stationary system. When the states of the system follow a Markov law, a set of functions forming a sufficient statistic can be determined recursively from them, it is possible to determine the optimum test according to any criterion. The procedure is easy to implement and provides - at least theoretically - an optimum way of taking the past information into account. Author
- Statistics and Probability
- Undersea and Antisubmarine Warfare
- Acoustic Detection and Detectors