Title :
On the asymptotics of M-hypothesis Bayesian detection
Author :
Leang, Charles C. ; Johnson, Don H.
Author_Institution :
Inst. of Comput. & Inf. Technol., Rice Univ., Houston, TX, USA
fDate :
1/1/1997 12:00:00 AM
Abstract :
In two-hypothesis detection problems with i.i.d. observations, the minimum error probability decays exponentially with the amount of data, with the constant in the exponent equal to the Chernoff distance between the probability distributions characterizing the hypotheses. We extend this result to the general M-hypothesis Bayesian detection problem where zero cost is assigned to correct decisions, and find that the Bayesian cost function´s exponential decay constant equals the minimum Chernoff distance among all distinct pairs of hypothesized probability distributions
Keywords :
Bayes methods; error statistics; probability; signal detection; Bayesian cost function; Chernoff distance; M-hypothesis Bayesian detection; asymptotics; correct decisions; exponential decay constant; hypothesized probability distributions; i.i.d. observations; independent identically distributed observations; minimum error probability; probability distributions; two-hypothesis detection problems; Autocorrelation; Bayesian methods; Costs; Delay effects; Detectors; Maximum likelihood decoding; Modulation coding; Narrowband; Partial response signaling; Phase detection;
Journal_Title :
Information Theory, IEEE Transactions on