Robust Sequential Testing of Multiple Hypotheses in Distributed Sensor Networks

The problem of sequential multiple hypothesis testing in a distributed sensor network is considered and two algorithms are proposed: the Consensus + Innovations Matrix Sequential Probability Ratio Test $(\mathcal{CI}\mathrm{MSPRT}$ for multiple simple hypotheses and the robust Least-Favorable-Density- $\mathcal{CI}\mathrm{MSPRT}$ for hypotheses with uncertainties in the corresponding distributions. Simulations are performed to verify and evaluate the performance of both algorithms under different network conditions and noise contaminations.