Scalable multichannel joint sequential change detection and isolation

Sourabh Banerjee, Georgios Fellouris

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

Abstract

The problem of joint sequential change detection and isolation in a multichannel system is considered. It is assumed that a disruption occurs at some unknown time, and changes the distributions of the observations in an unknown subset of channels. The problem is to quickly detect the change, and at the same time to reliably isolate the affected channels. A novel scheme is proposed for this task, which admits a recursive structure, is scalable with respect to the number of channels, and does not require any prior information about the change-point. Its performance is analyzed in the special case that the number of affected channels is known. Specifically, explicit critical values are obtained for the control of the false alarm rate and the conditional probability of wrong isolation below arbitrary levels to be prescribed by the practitioner. Finally, the asymptotic optimality of the average detection delay of the proposed scheme is established as the error probabilities go to 0 and the effect of the prior distribution for the change point vanishes in the limit.

Original languageEnglish (US)
Title of host publication2017 IEEE International Symposium on Information Theory, ISIT 2017
PublisherInstitute of Electrical and Electronics Engineers Inc.
Pages3095-3099
Number of pages5
ISBN (Electronic)9781509040964
DOIs
StatePublished - Aug 9 2017
Event2017 IEEE International Symposium on Information Theory, ISIT 2017 - Aachen, Germany
Duration: Jun 25 2017Jun 30 2017

Publication series

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

Other

Other2017 IEEE International Symposium on Information Theory, ISIT 2017
Country/TerritoryGermany
CityAachen
Period6/25/176/30/17

ASJC Scopus subject areas

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

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