Decentralized sequential change detection with ordered CUSUMs

Sourabh Banerjee, Georgios Fellouris

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

Abstract

We consider the problem of decentralized sequential change detection, in which K sensors monitor a system in real time, and at some unknown time there is an anomaly in the environment that changes the distribution of the observations in all sensors. The sensors communicate with a fusion center that is responsible for quickly detecting the change, while controlling the false alarm rate. We focus on two families of decentralized detection rules with minimal communication requirements. First, we assume that each sensor runs a local CUSUM algorithm and communicates with the fusion center only once, when it detects the change. The fusion center then declares that a change has occurred when m of the K sensors have raised an alarm. Assuming that all sensors have the same signal strength, we show that the asymptotic performance of these one-shot schemes is free of m to a first order, but decreases with m to a second-order, suggesting that the best strategy for the fusion center is to detect the change with the first alarm. Second, we consider schemes that detect the change when m of the K sensors agree simultaneously that the change has occurred. While a first-order asymptotic analysis suggests that it is optimal for the fusion center to wait for all sensors to agree simultaneously, a second-order analysis reveals that it can be better to wait fewer (but more than half) of the sensors to agree. The insights from these asymptotic results are supported by a simulation study.

Original languageEnglish (US)
Title of host publicationProceedings - ISIT 2016; 2016 IEEE International Symposium on Information Theory
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages36-40
Number of pages5
ISBN (Electronic)9781509018062
DOIs
StatePublished - Aug 10 2016
Event2016 IEEE International Symposium on Information Theory, ISIT 2016 - Barcelona, Spain
Duration: Jul 10 2016Jul 15 2016

Publication series

NameIEEE International Symposium on Information Theory - Proceedings
Volume2016-August
ISSN (Print)2157-8095

Other

Other2016 IEEE International Symposium on Information Theory, ISIT 2016
CountrySpain
CityBarcelona
Period7/10/167/15/16

ASJC Scopus subject areas

  • Theoretical Computer Science
  • Information Systems
  • Modeling and Simulation
  • Applied Mathematics

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