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A generalized two-threshold detection procedure

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3 Author(s)
Fleisher, S. ; Dept. of Electr. Eng., Tech. Nova Scotia Univ., Halifax, NS, Canada ; Singh, H. ; Shwedyk, E.

A modified sequential procedure for testing binary hypotheses with different means, proposed by C.C. Lee and J.B. Thomas (ibid., vol.IT-30, no.1, p.16-23, Jan. 1984), is generalized for application to the case of multiple hypotheses with different means/variances of the Gaussian distribution. The method constitutes a two-threshold test for fixed-size packages of samples with a sequential procedure of discarding the package for which no decision is reached and subsequently testing a new package. The objective is to find an optimum package size N0 which leads to the minimum overall average sample number (ASN) for a given overall error probability. An optimization algorithm is developed to extend the application of the Lee-Thomas procedure to the M-ary case. Performance characteristics of the generalized two-threshold (GTT) test procedure are compared with those of conventional sequential as well as fixed-sample-size (FSS) methods. It is shown for the M-ary different means/variances cases that for low error rates the number of samples required by the GTT test is, on the average, approximately half that needed by a FSS test. However, it is somewhat more than the ASN obtained with a conventional sequential test. With decreasing error probabilities the GTT test performance approaches that of conventional sequential methods

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Information Theory, IEEE Transactions on  (Volume:34 ,  Issue: 2 )