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Robust Hypothesis Testing with Repeated Observations

  • Gökhan GülEmail author
Chapter
Part of the Lecture Notes in Electrical Engineering book series (LNEE, volume 414)

Abstract

Multiple observations are available in many applications, and are used to improve the detection or estimation accuracy by exploiting the information in data samples. In this chapter, the robust tests treated in Chaps. 3–4 are extended to multiple, fixed as well as variable (sequential), sample size tests. In both cases, it is both theoretically proven and shown with simulations whether the robust tests preserve their minimax properties.

Keywords

False Alarm Probability Robust Test Sequential Probability Ratio Test Fixed Sample Size Nominal Distribution 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer International Publishing AG 2017

Authors and Affiliations

  1. 1.Institut für Nachrichtentechnik, Fachbereich Elektro- und Informationstechnik (ETIT)Technische Universität DarmstadtDarmstadtGermany

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