Scanning and Sequential Decision Making for Multidimensional Data - Part II: The Noisy Case

Asaf Cohen, Tsachy Weissman, Neri Merhav

Abstract: para xmlns:mml="http://www.w3.org/1998/Math/MathML" xmlns:xlink="http://www.w3.org/1999/xlink"> We consider the problem of sequential decision making for random fields corrupted by noise. In this scenario, the decision maker observes a noisy version of the data, yet judged with respect to the clean data. In particular, we first consider the problem of scanning and sequentially filtering noisy random fields. In this case, the sequential filter is given the freedom to choose the path over which it traverses the random field (e.g., noisy image or video sequence), thus it is natural to ask what is the best achievable performance and how sensitive this performance is to the choice of the scan. We formally define the problem of scanning and filtering, derive a bound on the best achievable performance, and quantify the excess loss occurring when nonoptimal scanners are used, compared to optimal scanning and filtering. </para>