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Detectability prediction of hidden Markov models with cluttered observation sequences

Karl Granström (Institutionen för signaler och system, Signalbehandling) ; Peter Willett ; Yaakov Bar-Shalom
41st IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2016; Shanghai International Convention CenterShanghai; China; 20 March 2016 through 25 March 2016 (1520-6149). p. 4269-4273. (2016)
[Konferensbidrag, refereegranskat]

There is good reason to model an asymmetric threat (a structured action such as a terrorist attack) as an hmm whose observations are cluttered. Recently a Bernoulli filter was presented that can process cluttered observations («transactions») and is capable of detecting if there is an hmm present, and if so, estimate the state of the HMM. An important question in this context is: when is the HMM-in-clutter problem feasible? In other words, what system properties allow for a solvable problem? In this paper we show that, given a Gaussian approximation of the pdf of the log-likelihood, approximate detection error bounds can be derived. These error bounds allow a prediction of the detection performance, i.e. a prediction of the probability of detection given an «operating point» of transaction-level false alarm rate and miss probability. Simulations show that our analysis accurately predicts detectability of such threats. Our purpose here is to make statements about what sort of threats can be detected, and what quality of observations are necessary that this be accomplished.

Nyckelord: Asymmetric threat; Bernoulli filter; detectability; Hidden Markov Models

Denna post skapades 2016-07-11.
CPL Pubid: 239245


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Institutioner (Chalmers)

Institutionen för signaler och system, Signalbehandling


Elektroteknik och elektronik

Chalmers infrastruktur