Data-efficient quickest change detection in distributed and multi-channel systems

Taposh Banerjee, Venugopal V. Veeravalli

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Abstract

A distributed or multi-channel system consisting of multiple sensors is considered. At each sensor a sequence of observations is taken, and at each time step, a summary of available information is sent to a central decision maker, called the fusion center. At some point of time, the distribution of observations at an unknown subset of the sensor nodes changes. The objective is to detect this change as quickly as possible, subject to constraints on the false alarm rate, the cost of observations taken at the sensors and the cost of communication between the sensors and the fusion center. Minimax formulations are proposed for this problem. An algorithm called DE-Censor-Sum is proposed, and is shown to be asymptotically optimal for the proposed formulations, for each possible post-change scenario, as the false alarm rate goes to zero. It is also shown, via numerical studies, that the DE-Censor-Sum algorithm performs significantly better than the approach of fractional sampling, where the cost constraints are met based on the outcome of a sequence of biased coin tosses, independent of the observation process.

Original languageEnglish (US)
Title of host publication2013 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Proceedings
Pages3952-3956
Number of pages5
DOIs
StatePublished - Oct 18 2013
Event2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013 - Vancouver, BC, Canada
Duration: May 26 2013May 31 2013

Publication series

NameICASSP, IEEE International Conference on Acoustics, Speech and Signal Processing - Proceedings
ISSN (Print)1520-6149

Other

Other2013 38th IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP 2013
CountryCanada
CityVancouver, BC
Period5/26/135/31/13

Keywords

  • Quickest change detection
  • asymptotic optimality
  • minimax
  • multi-channel systems
  • observation control
  • transmission control

ASJC Scopus subject areas

  • Software
  • Signal Processing
  • Electrical and Electronic Engineering

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