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Quickest detection of superimposed hidden Markov models using a multiple target tracker

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2 Author(s)
Biao Chen ; Connecticut Univ., Storrs, CT, USA ; Willett, P.

This paper addresses the quickest detection of superimposed hidden Markov Models (HMMs) using tracking algorithms. It is assumed that a known HMM is always extant but at an unknown time a second known HMM might be present and overlapped with the previous one. We develop a Page-like test to detect this superimposed HMM as quickly as possible. It is argued that such a scheme is feasible only for low dimension HMMs and therefore it is not extensible to multiple superimposed HMMs. A new detection method based on multiple target tracking ideas is presented, and it is shown through numerical examples that this scheme works essentially as well as the `optimal' one

Published in:

Aerospace Conference, 1998 IEEE  (Volume:5 )

Date of Conference:

21-28 Mar 1998

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