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Finite memory multiple hypothesis testing: Close-to-optimal schemes for Bernoulli problems

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2 Author(s)

The design of optimal, time-invariant, randomized, finite-state automata forK-hypothesis testing is an open problem forK > 2. A lower bound is constructed on the smallest probability of error achievable bym-state automata solving a three-hypothesis Bernoulli problem. A class of close-to-optimal automata is exhibited that requires at most one extra bit of memory to match the performnnce of an optimal automaton.

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