Adaptive sequential detection network

Sequential detection networks are provided that do not rely on statistical models for the source statistics such as source conditional density functions. Further, the present invention provides sequential detection networks that are adaptive to on-line changes in the source statistics and are thus applicable to the analysis of dynamic problems including those with complex density functions. The present invention also provides sequential detection networks that can automatically make a decision to either accept a next data sample or make a classification decision based upon cost determinations. Still further, the present invention provides sequential detection networks that can automatically make decisions on the order of sampling from a given set of data streams.