Document Type

Article

Journal/Book Title/Conference

IEEE Transactions on Systems, Man, and Cybernetics

Volume

24

Issue

2

Publisher

IEEE

Publication Date

2-1994

First Page

313

Last Page

319

Abstract

We consider the problem of using Levi's expected epistemic decision theory for classification when the hypotheses are of different informational values, conditioned on convex sets obtained from a set-valued Kalman filter. The background of epistemic utility decision theory with convex probabilities is outlined and a brief introduction to set-valued estimation is given. The decision theory is applied to a classifier in a multiple-target tracking scenario. A new probability density, appropriate for classification using the ratio of intensities, is introduced.

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