Scheduled System Maintenance:
Some services will be unavailable Sunday, March 29th through Monday, March 30th. We apologize for the inconvenience.
By Topic

The Bhattacharyya distance and detection between Markov chains

Sign In

Cookies must be enabled to login.After enabling cookies , please use refresh or reload or ctrl+f5 on the browser for the login options.

The purchase and pricing options are temporarily unavailable. Please try again later.
1 Author(s)

When the statistical structure under each of two hypotheses is time varying, the collection of infinitely many observations does not guarantee an error probability that approaches zero. A recursive formula for the Bhattacharyya distance between two Markov chains is derived, and it is used to derive necessary and sufficient conditions for asymptotically perfect detection (APD). It is shown that the use of incorrect prior probabilities in the Bayes detection rulee does not affect AID. The results are also extended to time-continuons finite-state Markov observations. An application is analyzed, in which the behavior of a message buffer is monitored for the purpose of detecting malfunctions in a computer communication network.

Published in:

Information Theory, IEEE Transactions on  (Volume:24 ,  Issue: 6 )