| Title: | OS6-4 Application Proposal of Sequential Probability Ratio to Dynamic System State Estimation |
|---|---|
| Publication: | ICAROB2018 |
| Volume: | 23 |
| Pages: | 379-382 |
| ISSN: | 2188-7829 |
| DOI: | 10.5954/ICAROB.2018.OS6-4 |
| Author(s): | Tetsuo Hattori, Yoshihide Koyama, Yoshiro Imai, Yo Horikawa, Yusuke Kawakami, Hiromichi Kawano, Takeshi Tanaka |
| Publication Date: | February 2, 2018 |
| Keywords: | Time series data, structural change detection, SPRT(Sequential Probability Ratio Test) |
| Abstract: | Previously, we have already presented a relation between the SPRT (Sequential Probability Ratio Test) based on two hypotheses (i.e. Null hypothesis and Alternative hypothesis) and a binary channel in information theory. And also we have shown that the Bayes' updating process for obtaining a posteriori probability from the received signals through binary channel is very similar to the SPRT computing. In this paper, extending the definition of SPRT to the multi hypotheses condition, we propose to apply the extended SPRT to the internal state estimation of dynamic system. |
| PDF File: | https://alife-robotics.co.jp/members2018/icarob/data/html/data/OS_pdf/OS6/OS6-4.pdf |
| Copyright: | © The authors. This article is distributed under the terms of the Creative Commons Attribution License 4.0, which permits non-commercial use, distribution and reproduction in any medium, provided the original work is properly cited. See for details: https://creativecommons.org/licenses/by-nc/4.0/ |
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